+112.0%
AMGN vs ARES
+97.0%
+15.1%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.1% | +2.6% | -0.2% |
| 7D | -11.6% | -2.7% | -9.0% | -11.4% |
| 30D | -5.7% | -2.4% | -3.3% | -5.5% |
| 3M | +14.2% | +3.9% | +10.3% | +13.7% |
| 6M | +5.2% | +26.4% | -21.2% | +2.6% |
| YTD | +22.0% | -14.9% | +36.9% | +23.0% |
| 1Y | +43.6% | -20.4% | +64.0% | +45.5% |
| 3Y | +65.0% | +38.8% | +26.2% | +55.2% |
| 5Y | +112.0% | +97.0% | +15.1% | +88.6% |
| All | +112.0% | +97.0% | +15.1% | +88.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling