+82.7%
ARES vs ARWR
-28.9%
+111.6%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.2% | -1.0% | 0.0% |
| 7D | +4.5% | -2.9% | +7.5% | +5.1% |
| 30D | +15.7% | -5.4% | +21.1% | +16.9% |
| 3M | -2.0% | -32.2% | +30.2% | +5.2% |
| 6M | +10.4% | -26.5% | +36.9% | +15.6% |
| YTD | -14.2% | -12.4% | -1.8% | -13.7% |
| 1Y | -7.8% | +46.9% | -54.6% | -17.3% |
| 3Y | +41.4% | +116.0% | -74.6% | +4.6% |
| All | +82.7% | -28.9% | +111.6% | +51.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ARWR.
Daily Out/Under-Performance
Portfolio return minus ARWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARWR 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 ARWR 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