+1,171.2%
ARES vs ALM
+372.1%
+799.1%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -7.2% | +7.1% | +0.1% |
| 7D | +8.1% | -6.3% | +14.5% | +8.4% |
| 30D | +18.9% | -31.4% | +50.4% | +20.5% |
| 3M | +2.3% | -40.6% | +42.9% | +4.0% |
| 6M | +12.7% | -58.6% | +71.4% | +15.6% |
| YTD | -10.8% | -7.6% | -3.2% | -11.2% |
| 1Y | -5.3% | +13.8% | -19.2% | -6.6% |
| 3Y | +42.0% | +842.1% | -800.1% | +28.7% |
| 5Y | +88.3% | +407.4% | -319.1% | +72.0% |
| 10Y | +1,148.2% | +2,079.4% | -931.2% | +1,026.5% |
| All | +1,171.2% | +372.1% | +799.1% | +1,051.1% |
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