+1,164.6%
ARES vs AMP
+549.7%
+614.9%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.2% | -0.5% |
| 7D | -1.7% | +0.2% | -1.9% | -1.8% |
| 30D | +0.3% | -0.1% | +0.4% | +0.3% |
| 3M | +8.5% | +23.6% | -15.1% | -4.3% |
| 6M | +23.5% | +20.4% | +3.1% | +10.8% |
| YTD | -11.2% | +15.4% | -26.7% | -18.3% |
| 1Y | -19.3% | +11.0% | -30.2% | -24.0% |
| 3Y | +48.7% | +70.5% | -21.8% | +11.5% |
| 5Y | +106.5% | +121.4% | -14.9% | +36.6% |
| 10Y | +1,055.3% | +575.6% | +479.7% | +331.1% |
| All | +1,164.6% | +549.7% | +614.9% | +394.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AMP.
Daily Out/Under-Performance
Portfolio return minus AMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMP 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 AMP 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