+66.0%
AMAT vs ARES
-10.4%
+76.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -3.3% | -0.2% | -2.8% |
| 7D | +19.3% | -0.3% | +19.6% | +19.5% |
| 30D | -17.9% | +15.3% | -33.2% | -20.5% |
| 3M | -30.4% | -5.4% | -25.1% | -29.4% |
| 6M | -11.4% | +10.0% | -21.5% | -13.4% |
| YTD | +48.8% | -14.7% | +63.4% | +59.6% |
| 1Y | +66.0% | -9.7% | +75.7% | +76.1% |
| All | +66.0% | -10.4% | +76.4% | +76.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling