+1,172.8%
ARES vs AME
+392.0%
+780.7%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +4.2% | 0.0% | +1.4% |
| 7D | +5.0% | -1.5% | +6.5% | +5.5% |
| 30D | +19.1% | -4.2% | +23.2% | +21.4% |
| 3M | +3.1% | -5.9% | +9.0% | +6.1% |
| 6M | +12.9% | +2.8% | +10.0% | +9.2% |
| YTD | -10.7% | +16.6% | -27.2% | -21.4% |
| 1Y | -5.5% | +22.1% | -27.7% | -19.6% |
| 3Y | +45.0% | +64.7% | -19.7% | -0.2% |
| 5Y | +87.4% | +76.6% | +10.8% | +23.7% |
| 10Y | +1,267.4% | +443.9% | +823.5% | +421.0% |
| All | +1,172.8% | +392.0% | +780.7% | +383.8% |
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