-18.4%
ARES vs ALC
-12.7%
-5.7%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.0% | +0.9% | -0.3% |
| 7D | -0.3% | -3.7% | +3.3% | +1.2% |
| 30D | +1.3% | -3.7% | +5.0% | +2.9% |
| 3M | +10.4% | +4.6% | +5.8% | +8.1% |
| 6M | +29.0% | -14.6% | +43.6% | +38.5% |
| YTD | -12.2% | -11.9% | -0.3% | -7.6% |
| 1Y | -18.4% | -13.1% | -5.3% | -13.8% |
| All | -18.4% | -12.7% | -5.7% | -13.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 ALC 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