+1,164.6%
ARES vs ALM
+919.0%
+245.6%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.5% | +0.5% | -0.9% |
| 7D | -1.7% | -2.6% | +0.9% | -1.6% |
| 30D | +0.3% | +32.0% | -31.7% | -0.8% |
| 3M | +8.5% | -15.0% | +23.5% | +8.7% |
| 6M | +23.5% | -10.1% | +33.6% | +23.1% |
| YTD | -11.2% | +99.4% | -110.7% | -14.0% |
| 1Y | -19.3% | +316.4% | -335.6% | -23.9% |
| 3Y | +48.7% | +2,022.0% | -1,973.3% | +30.7% |
| 5Y | +106.5% | +941.2% | -834.7% | +84.0% |
| 10Y | +1,055.3% | +2,950.3% | -1,895.0% | +919.6% |
| All | +1,164.6% | +919.0% | +245.6% | +1,015.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling