-18.4%
ARES vs ALM
+347.8%
-366.2%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +8.8% | -9.9% | -1.6% |
| 7D | -0.3% | +8.4% | -8.8% | -0.8% |
| 30D | +1.3% | +34.8% | -33.5% | -0.7% |
| 3M | +10.4% | +16.2% | -5.9% | +8.7% |
| 6M | +29.0% | +2.1% | +26.9% | +27.4% |
| YTD | -12.2% | +117.0% | -129.2% | -15.9% |
| 1Y | -18.4% | +313.9% | -332.3% | -30.3% |
| All | -18.4% | +347.8% | -366.2% | -30.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling