+1,164.6%
ARES vs AGI
+339.6%
+825.0%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.9% | +0.9% | -0.9% |
| 7D | -1.7% | +0.6% | -2.3% | -1.7% |
| 30D | +0.3% | +18.2% | -18.0% | -0.8% |
| 3M | +8.5% | -4.1% | +12.6% | +8.5% |
| 6M | +23.5% | -28.7% | +52.2% | +25.3% |
| YTD | -11.2% | -4.0% | -7.2% | -11.6% |
| 1Y | -19.3% | +17.4% | -36.7% | -20.6% |
| 3Y | +48.7% | +203.0% | -154.4% | +38.5% |
| 5Y | +106.5% | +376.7% | -270.1% | +87.8% |
| 10Y | +1,055.3% | +407.5% | +647.8% | +947.8% |
| All | +1,164.6% | +339.6% | +825.0% | +1,046.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling