+247.9%
ARES vs AFRM
-25.1%
+273.0%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.2% | +2.4% | +0.6% |
| 7D | +4.5% | -7.3% | +11.8% | +5.9% |
| 30D | +15.7% | -9.6% | +25.3% | +17.6% |
| 3M | -2.0% | -11.1% | +9.1% | -0.4% |
| 6M | +10.4% | +3.9% | +6.6% | +8.8% |
| YTD | -14.2% | -8.5% | -5.7% | -14.2% |
| 1Y | -7.8% | +3.3% | -11.0% | -9.9% |
| 3Y | +41.4% | +213.7% | -172.3% | +9.0% |
| 5Y | +83.7% | -58.5% | +142.2% | +41.9% |
| All | +247.9% | -25.1% | +273.0% | +159.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling