+1,164.6%
ARES vs ALK
-3.5%
+1,168.1%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.5% | -2.5% | -1.5% |
| 7D | -1.7% | -0.7% | -1.0% | -1.5% |
| 30D | +0.3% | -19.2% | +19.5% | +7.3% |
| 3M | +8.5% | -1.5% | +10.0% | +8.1% |
| 6M | +23.5% | -13.1% | +36.5% | +26.7% |
| YTD | -11.2% | -16.4% | +5.2% | -8.2% |
| 1Y | -19.3% | -33.1% | +13.8% | -10.6% |
| 3Y | +48.7% | +0.6% | +48.0% | +39.8% |
| 5Y | +106.5% | -26.4% | +132.9% | +110.5% |
| 10Y | +1,055.3% | -34.2% | +1,089.5% | +949.2% |
| All | +1,164.6% | -3.5% | +1,168.1% | +1,040.6% |
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