-99.9%
AMIX vs ARES
+20.1%
-120.0%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.4% | -3.3% | -5.1% | -6.3% |
| 7D | -10.9% | -0.3% | -10.5% | -10.2% |
| 30D | -55.0% | +15.3% | -70.3% | -59.1% |
| 3M | -82.0% | -5.4% | -76.6% | -81.4% |
| 6M | -80.4% | +10.0% | -90.5% | -80.5% |
| YTD | -88.3% | -14.7% | -73.6% | -87.4% |
| 1Y | -92.4% | -9.7% | -82.7% | -92.0% |
| All | -99.9% | +20.1% | -120.0% | -99.9% |
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 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