+42.0%
ARES vs ABCL
+206.1%
-164.1%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.2% | -0.1% |
| 7D | +8.1% | +2.3% | +5.8% | +7.8% |
| 30D | +18.9% | -0.7% | +19.6% | +18.5% |
| 3M | +2.3% | +33.4% | -31.1% | -2.0% |
| 6M | +12.7% | +137.8% | -125.1% | -1.7% |
| YTD | -10.8% | +264.3% | -275.1% | -27.2% |
| 1Y | -5.3% | +209.2% | -214.5% | -21.5% |
| 3Y | +42.0% | +208.4% | -166.4% | +12.8% |
| All | +42.0% | +206.1% | -164.1% | +12.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling