+102.6%
ARES vs ATI
+1,101.9%
-999.3%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.6% | +0.5% | -0.6% |
| 7D | -0.3% | +3.2% | -3.5% | -1.4% |
| 30D | +1.3% | -9.0% | +10.3% | +4.3% |
| 3M | +10.4% | +15.1% | -4.7% | +4.4% |
| 6M | +29.0% | +38.1% | -9.1% | +13.7% |
| YTD | -12.2% | +80.7% | -92.8% | -30.2% |
| 1Y | -18.4% | +167.5% | -186.0% | -44.4% |
| 3Y | +43.2% | +366.0% | -322.8% | -24.1% |
| 5Y | +102.6% | +1,088.8% | -986.2% | -20.6% |
| All | +102.6% | +1,101.9% | -999.3% | -20.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ATI.
Daily Out/Under-Performance
Portfolio return minus ATI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ATI 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 ATI 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