+1,164.6%
ARES vs A
+328.4%
+836.2%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.6% | -1.6% | -1.3% |
| 7D | -1.7% | -1.9% | +0.3% | -0.7% |
| 30D | +0.3% | +6.9% | -6.6% | -3.3% |
| 3M | +8.5% | +9.2% | -0.8% | +3.1% |
| 6M | +23.5% | +25.7% | -2.2% | +7.9% |
| YTD | -11.2% | +11.5% | -22.8% | -17.3% |
| 1Y | -19.3% | +18.4% | -37.6% | -27.7% |
| 3Y | +48.7% | +26.6% | +22.0% | +23.9% |
| 5Y | +106.5% | -12.8% | +119.3% | +107.0% |
| 10Y | +1,055.3% | +247.2% | +808.2% | +563.6% |
| All | +1,164.6% | +328.4% | +836.2% | +600.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling