+41.4%
ARES vs ALC
+2.3%
+39.1%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.1% | +2.3% | +1.2% |
| 7D | +4.5% | +4.9% | -0.3% | +2.3% |
| 30D | +15.7% | +19.0% | -3.2% | +7.1% |
| 3M | -2.0% | +7.8% | -9.8% | -5.4% |
| 6M | +10.4% | +14.6% | -4.2% | +3.4% |
| YTD | -14.2% | -4.4% | -9.8% | -13.1% |
| 1Y | -7.8% | +1.4% | -9.2% | -9.2% |
| 3Y | +41.4% | +2.5% | +38.9% | +35.7% |
| All | +41.4% | +2.3% | +39.1% | +35.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling