+452.7%
AMGN vs ARES
+1,196.0%
-743.2%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.0% | -0.6% | -1.4% |
| 7D | +1.1% | -1.7% | +2.8% | +1.4% |
| 30D | +7.8% | +0.3% | +7.6% | +7.7% |
| 3M | +27.3% | +8.5% | +18.8% | +25.2% |
| 6M | +16.8% | +23.5% | -6.6% | +12.0% |
| YTD | +36.3% | -11.2% | +47.5% | +37.3% |
| 1Y | +60.4% | -19.3% | +79.7% | +63.7% |
| 3Y | +86.3% | +48.7% | +37.7% | +66.3% |
| 5Y | +125.7% | +106.5% | +19.1% | +83.8% |
| 10Y | +247.0% | +1,055.3% | -808.3% | +103.8% |
| All | +452.7% | +1,196.0% | -743.2% | +217.1% |
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