+999.8%
ARES vs A
+236.6%
+763.2%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.4% | -1.6% | -2.3% |
| 7D | -2.7% | -4.4% | +1.7% | -0.3% |
| 30D | -2.4% | -2.7% | +0.3% | -1.0% |
| 3M | +3.9% | +7.0% | -3.1% | -0.6% |
| 6M | +26.4% | +24.6% | +1.8% | +9.6% |
| YTD | -14.9% | +7.0% | -21.9% | -19.3% |
| 1Y | -20.4% | +15.6% | -36.0% | -28.5% |
| 3Y | +38.8% | +29.9% | +8.9% | +11.2% |
| 5Y | +97.0% | -15.4% | +112.3% | +101.5% |
| 10Y | +999.8% | +248.9% | +750.9% | +566.0% |
| All | +999.8% | +236.6% | +763.2% | +566.0% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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