+1,164.6%
ARES vs ATI
+445.2%
+719.4%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +3.0% | -4.0% | -1.6% |
| 7D | -1.7% | -0.1% | -1.6% | -1.7% |
| 30D | +0.3% | +2.7% | -2.4% | -0.6% |
| 3M | +8.5% | +16.3% | -7.8% | +4.5% |
| 6M | +23.5% | +30.2% | -6.7% | +15.5% |
| YTD | -11.2% | +83.6% | -94.8% | -23.2% |
| 1Y | -19.3% | +173.0% | -192.3% | -36.4% |
| 3Y | +48.7% | +356.6% | -308.0% | +3.0% |
| 5Y | +106.5% | +1,074.2% | -967.7% | +18.2% |
| 10Y | +1,055.3% | +1,136.2% | -80.9% | +489.5% |
| All | +1,164.6% | +445.2% | +719.4% | +528.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling