+60.4%
AMGN vs ARES
-18.2%
+78.6%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.0% | -0.6% | -1.5% |
| 7D | +1.1% | -1.7% | +2.8% | +1.2% |
| 30D | +7.8% | +0.3% | +7.6% | +7.8% |
| 3M | +27.3% | +8.5% | +18.8% | +26.7% |
| 6M | +16.8% | +23.5% | -6.6% | +15.4% |
| YTD | +36.3% | -11.2% | +47.5% | +35.3% |
| 1Y | +60.4% | -19.3% | +79.7% | +60.9% |
| All | +60.4% | -18.2% | +78.6% | +60.9% |
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