+243.5%
ARES vs ABCL
-80.4%
+323.9%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.1% | +3.0% | -0.6% |
| 7D | +0.8% | -2.7% | +3.4% | +1.1% |
| 30D | +16.7% | -5.4% | +22.1% | +17.0% |
| 3M | -2.6% | +22.4% | -25.1% | -6.4% |
| 6M | +13.0% | +127.6% | -114.7% | -2.9% |
| YTD | -11.7% | +249.4% | -261.1% | -29.4% |
| 1Y | -6.7% | +198.0% | -204.7% | -23.8% |
| 3Y | +40.5% | +195.8% | -155.3% | +7.5% |
| 5Y | +88.2% | -20.6% | +108.8% | +63.8% |
| All | +243.5% | -80.4% | +323.9% | +206.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 ABCL 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