-20.4%
ARES vs AME
+26.4%
-46.8%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.6% | -2.4% | -2.8% |
| 7D | -2.7% | +1.3% | -4.0% | -3.2% |
| 30D | -2.4% | -6.6% | +4.2% | +0.1% |
| 3M | +3.9% | +3.0% | +0.9% | +2.7% |
| 6M | +26.4% | +5.3% | +21.1% | +23.5% |
| YTD | -14.9% | +15.4% | -30.3% | -19.4% |
| 1Y | -20.4% | +26.8% | -47.2% | -27.1% |
| All | -20.4% | +26.4% | -46.8% | -27.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 1y: compounded portfolio wealth divided by compounded AME 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…
1y analysis · Full analysis span regression · 6 months rolling