+18.5%
ARES vs AS
+125.3%
-106.8%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.9% | -0.5% | -2.4% |
| 7D | -0.3% | -3.6% | +3.3% | +0.8% |
| 30D | +15.3% | +3.4% | +11.9% | +14.2% |
| 3M | -5.4% | -8.6% | +3.2% | -2.9% |
| 6M | +10.0% | -10.0% | +20.1% | +13.0% |
| YTD | -14.7% | -19.2% | +4.5% | -9.9% |
| 1Y | -9.7% | -3.8% | -5.9% | -9.2% |
| All | +18.5% | +125.3% | -106.8% | +1.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 AS 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