+233.8%
ARES vs ABCL
-80.5%
+314.3%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +6.7% | -6.5% | -0.7% |
| 7D | +4.5% | -3.2% | +7.7% | +4.7% |
| 30D | +15.7% | -7.4% | +23.2% | +16.3% |
| 3M | -2.0% | +81.9% | -83.9% | -11.5% |
| 6M | +10.4% | +135.7% | -125.3% | -5.6% |
| YTD | -14.2% | +247.4% | -261.6% | -31.3% |
| 1Y | -7.8% | +162.3% | -170.0% | -23.5% |
| 3Y | +41.4% | +165.5% | -124.1% | +10.0% |
| 5Y | +83.7% | -21.3% | +104.9% | +60.0% |
| All | +233.8% | -80.5% | +314.3% | +198.3% |
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