+1,089.9%
ARES vs ARMK
+131.1%
+958.8%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.2% | -3.5% | -3.4% |
| 7D | -0.3% | +7.1% | -7.4% | -2.5% |
| 30D | +15.3% | -1.6% | +16.9% | +15.5% |
| 3M | -5.4% | -10.5% | +5.2% | -2.3% |
| 6M | +10.0% | +11.8% | -1.8% | +5.4% |
| YTD | -14.7% | +47.3% | -61.9% | -25.6% |
| 1Y | -9.7% | +41.5% | -51.2% | -20.2% |
| 3Y | +35.8% | +95.3% | -59.5% | +7.9% |
| 5Y | +80.9% | +108.1% | -27.3% | +40.4% |
| All | +1,089.9% | +131.1% | +958.8% | +890.9% |
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