+1,164.6%
ARES vs AME
+390.3%
+774.4%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.5% | -2.5% | -2.0% |
| 7D | -1.7% | +0.6% | -2.3% | -2.1% |
| 30D | +0.3% | -6.7% | +7.0% | +4.9% |
| 3M | +8.5% | +4.1% | +4.4% | +5.3% |
| 6M | +23.5% | +1.6% | +21.9% | +21.1% |
| YTD | -11.2% | +16.1% | -27.4% | -20.9% |
| 1Y | -19.3% | +27.3% | -46.6% | -32.9% |
| 3Y | +48.7% | +50.9% | -2.2% | +9.7% |
| 5Y | +106.5% | +81.4% | +25.2% | +35.6% |
| 10Y | +1,055.3% | +417.0% | +638.4% | +352.0% |
| All | +1,164.6% | +390.3% | +774.4% | +387.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling