+1,370.8%
AMAT vs ARES
+1,270.2%
+100.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.7% | +0.6% |
| 7D | -2.5% | +8.1% | -10.6% | -6.4% |
| 30D | -26.5% | +18.9% | -45.5% | -33.4% |
| 3M | -28.6% | +2.3% | -30.9% | -30.2% |
| 6M | -14.2% | +12.7% | -27.0% | -21.5% |
| YTD | +45.5% | -10.8% | +56.2% | +47.9% |
| 1Y | +59.3% | -5.3% | +64.7% | +56.1% |
| 3Y | +153.1% | +42.0% | +111.0% | +87.9% |
| 5Y | +158.2% | +88.3% | +69.9% | +57.3% |
| 10Y | +1,370.8% | +1,148.2% | +222.6% | +327.6% |
| All | +1,370.8% | +1,270.2% | +100.6% | +327.6% |
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