-24.3%
ARES vs AGI
+9.6%
-33.9%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -3.3% | +0.5% | -2.4% |
| 7D | -7.7% | -5.3% | -2.4% | -7.1% |
| 30D | -8.7% | +6.8% | -15.5% | -9.4% |
| 3M | +2.8% | +8.3% | -5.5% | +1.8% |
| 6M | +23.1% | -29.2% | +52.3% | +25.9% |
| YTD | -17.3% | -7.3% | -10.0% | -18.9% |
| 1Y | -24.3% | +8.0% | -32.3% | -28.1% |
| All | -24.3% | +9.6% | -33.9% | -28.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI 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 AGI 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