+106.6%
ARES vs AFRM
-23.1%
+129.7%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.6% | +1.7% | -0.5% |
| 7D | -1.7% | -7.0% | +5.3% | -0.4% |
| 30D | +0.3% | -7.8% | +8.1% | +1.7% |
| 3M | +8.5% | +5.3% | +3.2% | +6.8% |
| 6M | +23.5% | +42.6% | -19.2% | +14.4% |
| YTD | -11.2% | -2.8% | -8.4% | -12.0% |
| 1Y | -19.3% | -19.3% | 0.0% | -17.9% |
| 3Y | +48.7% | +231.0% | -182.3% | +8.1% |
| All | +106.6% | -23.1% | +129.7% | +51.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling