+48.4%
ARES vs ABCL
+104.5%
-56.0%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.2% | +0.2% | -0.8% |
| 7D | -1.7% | +0.7% | -2.4% | -1.7% |
| 30D | +0.3% | +93.1% | -92.8% | -8.4% |
| 3M | +8.5% | +79.4% | -71.0% | -0.9% |
| 6M | +23.5% | +214.9% | -191.4% | +3.6% |
| YTD | -11.2% | +234.2% | -245.4% | -26.6% |
| 1Y | -19.3% | +174.8% | -194.0% | -32.4% |
| All | +48.4% | +104.5% | -56.0% | +19.5% |
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