+1,164.6%
ARES vs AMBA
+151.1%
+1,013.6%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.2% | -0.8% |
| 7D | -1.7% | -11.0% | +9.3% | +0.7% |
| 30D | +0.3% | -23.2% | +23.4% | +5.7% |
| 3M | +8.5% | -12.7% | +21.2% | +8.8% |
| 6M | +23.5% | +11.2% | +12.3% | +15.9% |
| YTD | -11.2% | -11.2% | 0.0% | -12.7% |
| 1Y | -19.3% | -22.5% | +3.3% | -19.4% |
| 3Y | +48.7% | -1.3% | +50.0% | +34.8% |
| 5Y | +106.5% | -54.2% | +160.7% | +102.8% |
| 10Y | +1,055.3% | -6.1% | +1,061.5% | +830.7% |
| All | +1,164.6% | +151.1% | +1,013.6% | +858.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AMBA.
Daily Out/Under-Performance
Portfolio return minus AMBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMBA 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 AMBA 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