+1,267.4%
ARES vs ACM
+147.1%
+1,120.3%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +5.2% | -1.0% | +1.6% |
| 7D | +5.0% | +6.9% | -1.9% | +1.6% |
| 30D | +19.1% | +19.1% | 0.0% | +9.3% |
| 3M | +3.1% | -6.9% | +10.0% | +5.9% |
| 6M | +12.9% | -12.0% | +24.9% | +18.3% |
| YTD | -10.7% | -25.1% | +14.5% | +1.1% |
| 1Y | -5.5% | -45.4% | +39.9% | +24.8% |
| 3Y | +45.0% | -6.9% | +51.9% | +44.7% |
| 5Y | +87.4% | +3.7% | +83.7% | +78.4% |
| 10Y | +1,267.4% | +135.8% | +1,131.6% | +801.5% |
| All | +1,267.4% | +147.1% | +1,120.3% | +801.5% |
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