+1,029.6%
ARES vs ARMK
+136.6%
+893.0%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.4% | -2.5% | -1.5% |
| 7D | -0.3% | +1.7% | -2.0% | -0.9% |
| 30D | +1.3% | +3.1% | -1.8% | +0.2% |
| 3M | +10.4% | +9.2% | +1.1% | +7.0% |
| 6M | +29.0% | +43.7% | -14.7% | +14.0% |
| YTD | -12.2% | +57.4% | -69.6% | -24.7% |
| 1Y | -18.4% | +51.9% | -70.3% | -29.2% |
| 3Y | +43.2% | +125.4% | -82.2% | +9.4% |
| 5Y | +102.6% | +149.1% | -46.5% | +50.9% |
| 10Y | +1,029.6% | +135.4% | +894.2% | +781.3% |
| All | +1,029.6% | +136.6% | +893.0% | +781.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ARMK.
Daily Out/Under-Performance
Portfolio return minus ARMK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARMK 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 ARMK 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