+1,029.6%
ARES vs ACM
+128.0%
+901.7%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.8% | -0.3% | -0.7% |
| 7D | -0.3% | -0.3% | -0.1% | -0.2% |
| 30D | +1.3% | -12.9% | +14.2% | +7.4% |
| 3M | +10.4% | -6.4% | +16.7% | +12.7% |
| 6M | +29.0% | -29.2% | +58.2% | +50.5% |
| YTD | -12.2% | -29.9% | +17.8% | +2.3% |
| 1Y | -18.4% | -47.3% | +28.8% | +8.7% |
| 3Y | +43.2% | -19.6% | +62.8% | +53.5% |
| 5Y | +102.6% | +5.5% | +97.1% | +92.6% |
| 10Y | +1,029.6% | +129.7% | +899.9% | +662.7% |
| All | +1,029.6% | +128.0% | +901.7% | +662.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 ACM 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