+194.7%
AMT vs ARES
+1,152.0%
-957.3%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.2% | -2.9% | -2.7% |
| 7D | +0.5% | +4.5% | -4.0% | -0.3% |
| 30D | +13.6% | +15.7% | -2.1% | +10.5% |
| 3M | +11.5% | -2.0% | +13.5% | +11.7% |
| 6M | +6.9% | +10.4% | -3.5% | +4.3% |
| YTD | +10.8% | -14.2% | +25.1% | +12.5% |
| 1Y | +10.3% | -7.8% | +18.1% | +10.2% |
| 3Y | +12.4% | +41.4% | -29.0% | -2.6% |
| 5Y | -20.1% | +83.7% | -103.7% | -36.7% |
| 10Y | +116.8% | +1,204.1% | -1,087.3% | +26.6% |
| All | +194.7% | +1,152.0% | -957.3% | +67.6% |
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 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