+1,157.4%
ARES vs ALK
-5.8%
+1,163.2%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.2% | +0.1% | -0.7% |
| 7D | +0.8% | +2.6% | -1.8% | -0.1% |
| 30D | +16.7% | +7.8% | +8.9% | +13.7% |
| 3M | -2.6% | -15.2% | +12.6% | +2.5% |
| 6M | +13.0% | +5.0% | +7.9% | +9.7% |
| YTD | -11.7% | -18.4% | +6.7% | -8.1% |
| 1Y | -6.7% | -2.4% | -4.3% | -8.7% |
| 3Y | +40.5% | +19.8% | +20.7% | +25.2% |
| 5Y | +88.2% | -27.8% | +116.0% | +93.4% |
| 10Y | +1,131.0% | -42.0% | +1,172.9% | +1,038.8% |
| All | +1,157.4% | -5.8% | +1,163.2% | +1,041.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 ALK 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