-5.6%
ARES vs ABCL
+198.4%
-204.0%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.1% | +2.1% | +1.1% |
| 7D | +0.5% | -3.3% | +3.8% | +0.9% |
| 30D | +19.7% | -7.1% | +26.8% | +20.2% |
| 3M | -9.0% | +4.7% | -13.7% | -10.7% |
| 6M | +11.5% | +140.9% | -129.3% | -8.4% |
| YTD | -13.8% | +236.0% | -249.8% | -37.1% |
| 1Y | -5.6% | +217.4% | -223.0% | -30.1% |
| All | -5.6% | +198.4% | -204.0% | -30.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling