+97.0%
ARES vs AGI
+392.7%
-295.7%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.3% | -4.4% | -3.3% |
| 7D | -2.7% | +2.2% | -4.9% | -3.0% |
| 30D | -2.4% | +11.3% | -13.7% | -4.0% |
| 3M | +3.9% | +5.6% | -1.7% | +2.7% |
| 6M | +26.4% | -27.7% | +54.1% | +31.3% |
| YTD | -14.9% | -4.1% | -10.8% | -16.2% |
| 1Y | -20.4% | +13.8% | -34.2% | -24.2% |
| 3Y | +38.8% | +217.0% | -178.3% | +6.9% |
| 5Y | +97.0% | +404.3% | -307.4% | +37.1% |
| All | +97.0% | +392.7% | -295.7% | +37.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling