+1,216.8%
ARES vs ALLY
+189.4%
+1,027.5%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.7% | +1.9% | +1.0% |
| 7D | +4.5% | +0.9% | +3.6% | +4.2% |
| 30D | +15.7% | +3.1% | +12.7% | +14.3% |
| 3M | -2.0% | -12.6% | +10.6% | +4.2% |
| 6M | +10.4% | -12.4% | +22.9% | +17.1% |
| YTD | -14.2% | -13.2% | -1.1% | -8.6% |
| 1Y | -7.8% | +1.8% | -9.6% | -8.5% |
| 3Y | +41.4% | +58.0% | -16.6% | +13.7% |
| 5Y | +83.7% | -8.4% | +92.1% | +79.9% |
| All | +1,216.8% | +189.4% | +1,027.5% | +641.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling