+43.2%
ARES vs AME
+55.3%
-12.1%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.1% | -1.1% |
| 7D | -0.3% | +2.8% | -3.1% | -2.2% |
| 30D | +1.3% | -6.3% | +7.6% | +5.6% |
| 3M | +10.4% | +5.4% | +5.0% | +6.1% |
| 6M | +29.0% | +7.4% | +21.6% | +21.6% |
| YTD | -12.2% | +16.2% | -28.4% | -22.4% |
| 1Y | -18.4% | +26.8% | -45.3% | -33.0% |
| 3Y | +43.2% | +57.5% | -14.3% | -1.9% |
| All | +43.2% | +55.3% | -12.1% | -1.9% |
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