+1,172.8%
ARES vs ALM
+408.9%
+763.9%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +8.1% | -3.9% | +3.9% |
| 7D | +5.0% | +0.7% | +4.2% | +4.9% |
| 30D | +19.1% | -26.1% | +45.1% | +20.3% |
| 3M | +3.1% | -38.1% | +41.2% | +4.6% |
| 6M | +12.9% | -55.4% | +68.3% | +15.5% |
| YTD | -10.7% | -0.4% | -10.3% | -11.3% |
| 1Y | -5.5% | +25.4% | -30.9% | -7.1% |
| 3Y | +45.0% | +907.8% | -862.8% | +31.1% |
| 5Y | +87.4% | +440.2% | -352.8% | +70.8% |
| 10Y | +1,267.4% | +2,031.1% | -763.7% | +1,131.3% |
| All | +1,172.8% | +408.9% | +763.9% | +1,049.5% |
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 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