+1,131.0%
ARES vs ACM
+131.8%
+999.2%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.6% | -0.8% |
| 7D | +0.8% | +3.0% | -2.2% | -0.7% |
| 30D | +16.7% | +19.7% | -3.0% | +6.7% |
| 3M | -2.6% | +5.3% | -8.0% | -5.6% |
| 6M | +13.0% | -10.8% | +23.7% | +17.6% |
| YTD | -11.7% | -25.1% | +13.4% | 0.0% |
| 1Y | -6.7% | -45.8% | +39.1% | +24.5% |
| 3Y | +40.5% | -9.4% | +49.9% | +42.0% |
| 5Y | +88.2% | +4.8% | +83.4% | +77.8% |
| All | +1,131.0% | +131.8% | +999.2% | +697.2% |
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