+199.6%
AMGN vs ARES
+971.5%
-772.0%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.8% | +0.5% | -1.8% |
| 7D | -13.9% | -7.7% | -6.2% | -12.7% |
| 30D | -7.1% | -8.7% | +1.6% | -5.8% |
| 3M | +13.9% | +2.8% | +11.1% | +13.0% |
| 6M | +3.2% | +23.1% | -19.8% | -1.2% |
| YTD | +19.2% | -17.3% | +36.5% | +21.7% |
| 1Y | +41.1% | -24.3% | +65.4% | +45.9% |
| 3Y | +61.3% | +34.9% | +26.4% | +44.7% |
| 5Y | +109.1% | +93.5% | +15.6% | +68.2% |
| All | +199.6% | +971.5% | -772.0% | +66.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling