+82.7%
ARES vs ALM
+396.4%
-313.7%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.1% | -1.9% | +0.1% |
| 7D | +4.5% | -6.7% | +11.2% | +4.9% |
| 30D | +15.7% | -32.9% | +48.6% | +18.2% |
| 3M | -2.0% | -39.5% | +37.5% | +0.4% |
| 6M | +10.4% | -62.0% | +72.4% | +15.4% |
| YTD | -14.2% | -7.8% | -6.4% | -14.8% |
| 1Y | -7.8% | +26.7% | -34.4% | -10.3% |
| 3Y | +41.4% | +825.4% | -784.0% | +18.3% |
| All | +82.7% | +396.4% | -313.7% | +60.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling