+999.8%
ARES vs ALM
+3,082.3%
-2,082.5%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -4.1% | +1.1% | -2.9% |
| 7D | -2.7% | +3.6% | -6.3% | -2.8% |
| 30D | -2.4% | +33.8% | -36.2% | -3.6% |
| 3M | +3.9% | +14.8% | -10.9% | +3.0% |
| 6M | +26.4% | -7.0% | +33.3% | +25.7% |
| YTD | -14.9% | +108.1% | -122.9% | -18.0% |
| 1Y | -20.4% | +313.8% | -334.2% | -25.5% |
| 3Y | +38.8% | +2,227.6% | -2,188.8% | +19.5% |
| 5Y | +97.0% | +956.6% | -859.7% | +72.6% |
| 10Y | +999.8% | +3,082.3% | -2,082.5% | +872.5% |
| All | +999.8% | +3,082.3% | -2,082.5% | +872.5% |
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