+1,089.9%
ARES vs ALM
+1,942.8%
-852.9%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -6.5% | +3.2% | -3.1% |
| 7D | -0.3% | -4.0% | +3.7% | -0.2% |
| 30D | +15.3% | -30.5% | +45.8% | +17.0% |
| 3M | -5.4% | -46.9% | +41.5% | -3.1% |
| 6M | +10.0% | -65.5% | +75.5% | +14.2% |
| YTD | -14.7% | -13.4% | -1.3% | -15.0% |
| 1Y | -9.7% | +9.8% | -19.5% | -11.0% |
| 3Y | +35.8% | +783.1% | -747.3% | +20.8% |
| 5Y | +80.9% | +378.3% | -297.4% | +62.6% |
| All | +1,089.9% | +1,942.8% | -852.9% | +999.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 ALM 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