+1,315.3%
AMAT vs ARES
+1,313.3%
+2.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.4% | +4.2% | +7.2% | +9.2% |
| 7D | -1.1% | +5.0% | -6.0% | -3.6% |
| 30D | -26.9% | +19.1% | -46.0% | -33.7% |
| 3M | -31.2% | +3.1% | -34.3% | -33.0% |
| 6M | -14.7% | +12.9% | -27.6% | -21.9% |
| YTD | +44.7% | -10.7% | +55.4% | +47.0% |
| 1Y | +62.0% | -5.5% | +67.5% | +58.9% |
| 3Y | +165.0% | +45.0% | +120.0% | +95.5% |
| 5Y | +147.1% | +87.4% | +59.7% | +52.3% |
| 10Y | +1,315.3% | +1,267.4% | +47.9% | +349.1% |
| All | +1,315.3% | +1,313.3% | +2.0% | +349.1% |
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