-19.3%
ARES vs ALLY
+9.5%
-28.8%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.3% | -1.3% | -1.2% |
| 7D | -1.7% | +3.7% | -5.3% | -4.0% |
| 30D | +0.3% | -2.3% | +2.5% | +1.8% |
| 3M | +8.5% | +3.8% | +4.6% | +4.9% |
| 6M | +23.5% | +9.7% | +13.8% | +14.0% |
| YTD | -11.2% | -1.4% | -9.8% | -11.3% |
| 1Y | -19.3% | +8.2% | -27.5% | -24.9% |
| All | -19.3% | +9.5% | -28.8% | -24.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY 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 ALLY 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