+197.1%
ARES vs AUR
-35.0%
+232.1%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.2% | -2.9% | -3.0% |
| 7D | -2.7% | +11.1% | -13.8% | -4.3% |
| 30D | -2.4% | -6.9% | +4.5% | -1.6% |
| 3M | +3.9% | +5.5% | -1.6% | +2.3% |
| 6M | +26.4% | +41.0% | -14.6% | +17.9% |
| YTD | -14.9% | +69.3% | -84.2% | -22.8% |
| 1Y | -20.4% | +14.0% | -34.4% | -23.9% |
| 3Y | +38.8% | +90.1% | -51.3% | +11.7% |
| 5Y | +97.0% | -34.4% | +131.4% | +59.5% |
| All | +197.1% | -35.0% | +232.1% | +142.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling