+1,162.1%
AMAT vs ARES
+1,191.6%
-29.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.2% | +4.0% | +4.1% |
| 7D | -14.7% | +4.5% | -19.3% | -16.9% |
| 30D | -36.1% | +15.7% | -51.8% | -41.3% |
| 3M | -36.9% | -2.0% | -34.8% | -36.9% |
| 6M | -22.2% | +10.4% | -32.6% | -28.0% |
| YTD | +29.9% | -14.2% | +44.2% | +34.7% |
| 1Y | +43.3% | -7.8% | +51.0% | +42.0% |
| 3Y | +142.7% | +41.4% | +101.3% | +81.0% |
| 5Y | +126.2% | +83.7% | +42.5% | +40.7% |
| All | +1,162.1% | +1,191.6% | -29.5% | +308.4% |
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