+1,587.5%
AMAT vs ARES
+1,062.4%
+525.1%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.0% | +5.3% | +4.8% |
| 7D | -1.5% | -1.7% | +0.2% | -0.7% |
| 30D | -14.8% | +0.3% | -15.1% | -15.2% |
| 3M | -9.3% | +8.5% | -17.7% | -14.1% |
| 6M | +27.4% | +23.5% | +3.9% | +10.8% |
| YTD | +77.6% | -11.2% | +88.8% | +82.1% |
| 1Y | +188.9% | -19.3% | +208.2% | +209.5% |
| 3Y | +202.3% | +48.7% | +153.6% | +122.7% |
| 5Y | +248.9% | +106.5% | +142.4% | +109.0% |
| All | +1,587.5% | +1,062.4% | +525.1% | +459.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ARES.
Daily Out/Under-Performance
Portfolio return minus ARES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARES return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded ARES wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling