+262.0%
ARES vs AFRM
-27.4%
+289.4%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.1% | +2.9% | +0.4% |
| 7D | +8.1% | -8.4% | +16.5% | +9.8% |
| 30D | +18.9% | -18.3% | +37.2% | +23.0% |
| 3M | +2.3% | -12.7% | +15.0% | +4.4% |
| 6M | +12.7% | +3.0% | +9.7% | +11.3% |
| YTD | -10.8% | -11.4% | +0.6% | -10.2% |
| 1Y | -5.3% | -13.3% | +8.0% | -4.7% |
| 3Y | +42.0% | +194.0% | -152.0% | +11.0% |
| 5Y | +88.3% | -50.6% | +138.9% | +45.3% |
| All | +262.0% | -27.4% | +289.4% | +171.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AFRM.
Daily Out/Under-Performance
Portfolio return minus AFRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFRM 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 AFRM 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