-9.7%
ARES vs ACM
-46.1%
+36.4%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.2% | -3.1% | -3.3% |
| 7D | -0.3% | +5.1% | -5.4% | -1.8% |
| 30D | +15.3% | +18.7% | -3.4% | +10.0% |
| 3M | -5.4% | +15.5% | -20.8% | -9.1% |
| 6M | +10.0% | +1.2% | +8.8% | +8.2% |
| YTD | -14.7% | -25.2% | +10.6% | -9.5% |
| 1Y | -9.7% | -46.3% | +36.6% | -7.0% |
| All | -9.7% | -46.1% | +36.4% | -7.0% |
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