+82.8%
ARES vs ARMK
+106.7%
-23.9%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.1% | +0.9% | +0.9% |
| 7D | +0.5% | +2.7% | -2.2% | -1.0% |
| 30D | +19.7% | -1.5% | +21.1% | +19.8% |
| 3M | -9.0% | -11.6% | +2.6% | -3.1% |
| 6M | +11.5% | +6.7% | +4.8% | +5.8% |
| YTD | -13.8% | +47.4% | -61.3% | -33.7% |
| 1Y | -5.6% | +41.5% | -47.1% | -25.6% |
| 3Y | +36.1% | +95.5% | -59.4% | -15.9% |
| All | +82.8% | +106.7% | -23.9% | -2.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling