+91.0%
AMGN vs ARES
+37.5%
+53.5%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.0% | -1.3% | -0.4% |
| 7D | +1.1% | +0.5% | +0.7% | +1.1% |
| 30D | +9.3% | +19.7% | -10.4% | +7.9% |
| 3M | +12.1% | -9.0% | +21.1% | +12.7% |
| 6M | +40.3% | +11.5% | +28.7% | +38.9% |
| YTD | +45.2% | -13.8% | +59.0% | +45.7% |
| 1Y | +42.4% | -5.6% | +48.0% | +41.7% |
| 3Y | +91.0% | +36.1% | +54.9% | +86.3% |
| All | +91.0% | +37.5% | +53.5% | +86.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling