-17.4%
ARES vs AMRZ
-20.1%
+2.7%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.6% | +0.7% |
| 7D | -6.1% | -7.5% | +1.5% | -3.3% |
| 30D | -7.5% | -12.4% | +4.9% | -2.8% |
| 3M | +0.1% | -22.4% | +22.5% | +9.4% |
| 6M | +30.3% | -29.5% | +59.8% | +46.5% |
| YTD | -16.6% | -24.1% | +7.5% | -8.9% |
| 1Y | -26.1% | -26.3% | +0.2% | -20.7% |
| All | -17.4% | -20.1% | +2.7% | -12.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AMRZ.
Daily Out/Under-Performance
Portfolio return minus AMRZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMRZ 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 10y: compounded portfolio wealth divided by compounded AMRZ 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…
10y analysis · Full analysis span regression · 6 months rolling