+41.4%
ARES vs ABCL
+156.0%
-114.6%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +6.7% | -6.5% | -0.5% |
| 7D | +4.5% | -3.2% | +7.7% | +4.7% |
| 30D | +15.7% | -7.4% | +23.2% | +16.2% |
| 3M | -2.0% | +81.9% | -83.9% | -10.2% |
| 6M | +10.4% | +135.7% | -125.3% | -3.7% |
| YTD | -14.2% | +247.4% | -261.6% | -29.6% |
| 1Y | -7.8% | +162.3% | -170.0% | -22.2% |
| 3Y | +41.4% | +165.5% | -124.1% | +13.2% |
| All | +41.4% | +156.0% | -114.6% | +13.2% |
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