+117.1%
AMAT vs ARES
+81.8%
+35.2%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -2.3% | -11.3% | -12.4% |
| 7D | -24.3% | +4.9% | -29.2% | -26.4% |
| 30D | -39.8% | +13.6% | -53.4% | -44.1% |
| 3M | -40.2% | -3.3% | -36.9% | -39.8% |
| 6M | -22.1% | +11.0% | -33.1% | -28.1% |
| YTD | +24.7% | -14.4% | +39.1% | +30.7% |
| 1Y | +33.3% | -9.1% | +42.4% | +34.1% |
| 3Y | +133.9% | +37.1% | +96.7% | +70.4% |
| 5Y | +117.1% | +83.3% | +33.7% | +18.3% |
| All | +117.1% | +81.8% | +35.2% | +18.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling