+1,865.2%
AMAT vs ARES
+1,149.6%
+715.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -2.3% | -11.3% | -12.5% |
| 7D | -24.3% | +4.9% | -29.2% | -26.2% |
| 30D | -39.8% | +13.6% | -53.4% | -43.7% |
| 3M | -40.2% | -3.3% | -36.9% | -39.8% |
| 6M | -22.1% | +11.0% | -33.1% | -27.5% |
| YTD | +24.7% | -14.4% | +39.1% | +29.0% |
| 1Y | +33.3% | -9.1% | +42.4% | +33.4% |
| 3Y | +133.9% | +37.1% | +96.7% | +85.5% |
| 5Y | +117.1% | +83.3% | +33.7% | +45.9% |
| 10Y | +1,158.7% | +1,201.6% | -42.9% | +352.7% |
| All | +1,865.2% | +1,149.6% | +715.6% | +571.4% |
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