+2,699.0%
AMAT vs ARES
+1,196.0%
+1,503.0%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.0% | +5.3% | +4.8% |
| 7D | -1.5% | -1.7% | +0.2% | -0.7% |
| 30D | -14.8% | +0.3% | -15.1% | -15.2% |
| 3M | -9.3% | +8.5% | -17.7% | -13.7% |
| 6M | +27.4% | +23.5% | +3.9% | +12.2% |
| YTD | +77.6% | -11.2% | +88.8% | +81.8% |
| 1Y | +188.9% | -19.3% | +208.2% | +207.8% |
| 3Y | +202.3% | +48.7% | +153.6% | +131.5% |
| 5Y | +248.9% | +106.5% | +142.4% | +123.6% |
| 10Y | +1,585.2% | +1,055.3% | +529.9% | +514.5% |
| All | +2,699.0% | +1,196.0% | +1,503.0% | +846.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling