+82.7%
ARES vs ARMK
+96.3%
-13.6%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +4.5% | -4.3% | -2.3% |
| 7D | +4.5% | -2.6% | +7.2% | +5.8% |
| 30D | +15.7% | -5.2% | +20.9% | +18.4% |
| 3M | -2.0% | -6.5% | +4.5% | +0.7% |
| 6M | +10.4% | +15.3% | -4.8% | -0.6% |
| YTD | -14.2% | +43.6% | -57.8% | -33.1% |
| 1Y | -7.8% | +42.1% | -49.8% | -27.6% |
| 3Y | +41.4% | +94.0% | -52.6% | -12.5% |
| All | +82.7% | +96.3% | -13.6% | +0.1% |
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