+1,119.4%
ARES vs ALK
-11.2%
+1,130.5%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.2% | +1.0% | -1.2% |
| 7D | +4.9% | +7.1% | -2.2% | +2.6% |
| 30D | +13.6% | -3.0% | +16.6% | +14.6% |
| 3M | -3.3% | -25.6% | +22.3% | +6.2% |
| 6M | +11.0% | +0.5% | +10.5% | +9.4% |
| YTD | -14.4% | -23.1% | +8.7% | -9.2% |
| 1Y | -9.1% | -7.5% | -1.6% | -9.5% |
| 3Y | +37.1% | +15.3% | +21.8% | +23.7% |
| 5Y | +83.3% | -34.8% | +118.1% | +94.2% |
| 10Y | +1,201.6% | -41.2% | +1,242.7% | +1,117.5% |
| All | +1,119.4% | -11.2% | +1,130.5% | +1,028.4% |
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