+45.0%
ARES vs AME
+63.1%
-18.1%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +4.2% | 0.0% | +1.7% |
| 7D | +5.0% | -1.5% | +6.5% | +5.4% |
| 30D | +19.1% | -4.2% | +23.2% | +21.1% |
| 3M | +3.1% | -5.9% | +9.0% | +5.9% |
| 6M | +12.9% | +2.8% | +10.0% | +9.0% |
| YTD | -10.7% | +16.6% | -27.2% | -22.1% |
| 1Y | -5.5% | +22.1% | -27.7% | -20.6% |
| 3Y | +45.0% | +64.7% | -19.7% | -3.3% |
| All | +45.0% | +63.1% | -18.1% | -3.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling