+1,121.7%
ARES vs AR
-45.1%
+1,166.9%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +1.0% | +0.3% |
| 7D | +4.5% | -14.3% | +18.8% | +6.4% |
| 30D | +15.7% | +1.4% | +14.3% | +15.4% |
| 3M | -2.0% | +3.4% | -5.4% | -2.7% |
| 6M | +10.4% | -2.1% | +12.5% | +10.1% |
| YTD | -14.2% | +4.7% | -18.9% | -15.6% |
| 1Y | -7.8% | +10.6% | -18.3% | -10.0% |
| 3Y | +41.4% | +24.6% | +16.8% | +35.2% |
| 5Y | +83.7% | +71.9% | +11.8% | +68.0% |
| 10Y | +1,204.1% | +46.4% | +1,157.7% | +937.4% |
| All | +1,121.7% | -45.1% | +1,166.9% | +897.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 AR 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