-5.2%
ARES vs ACM
-46.1%
+40.9%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +5.2% | -1.0% | +2.6% |
| 7D | +5.0% | +6.9% | -1.9% | +3.0% |
| 30D | +19.1% | +19.1% | 0.0% | +13.5% |
| 3M | +3.1% | -6.9% | +10.0% | +3.7% |
| 6M | +12.9% | -12.0% | +24.9% | +14.5% |
| YTD | -10.7% | -25.1% | +14.5% | -5.3% |
| All | -5.2% | -46.1% | +40.9% | -2.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling