+95.5%
ARES vs AUR
-35.1%
+130.5%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.6% | -0.8% | +0.5% |
| 7D | -6.1% | +1.4% | -7.5% | -6.3% |
| 30D | -7.5% | -6.4% | -1.1% | -6.8% |
| 3M | +0.1% | +7.7% | -7.6% | -1.7% |
| 6M | +30.3% | +44.5% | -14.2% | +21.1% |
| YTD | -16.6% | +67.4% | -84.1% | -24.3% |
| 1Y | -26.1% | +15.4% | -41.5% | -29.4% |
| 3Y | +36.4% | +94.8% | -58.4% | +9.4% |
| All | +95.5% | -35.1% | +130.5% | +56.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AUR.
Daily Out/Under-Performance
Portfolio return minus AUR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AUR 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 AUR 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