+124.5%
AMT vs ARES
+1,313.3%
-1,188.8%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.2% | -4.1% | -0.7% |
| 7D | +0.4% | +5.0% | -4.6% | -0.6% |
| 30D | +3.7% | +19.1% | -15.4% | 0.0% |
| 3M | +10.7% | +3.1% | +7.7% | +9.8% |
| 6M | +9.3% | +12.9% | -3.6% | +5.9% |
| YTD | +10.9% | -10.7% | +21.6% | +11.9% |
| 1Y | +10.5% | -5.5% | +16.1% | +9.9% |
| 3Y | +15.5% | +45.0% | -29.4% | -2.5% |
| 5Y | -20.6% | +87.4% | -108.0% | -39.6% |
| 10Y | +124.5% | +1,267.4% | -1,142.9% | +31.8% |
| All | +124.5% | +1,313.3% | -1,188.8% | +31.8% |
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