+1,056.0%
ARES vs AVAV
+502.7%
+553.3%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.7% | +0.8% | -0.6% |
| 7D | -1.7% | -2.2% | +0.6% | -1.2% |
| 30D | +0.3% | -13.9% | +14.2% | +2.9% |
| 3M | +8.5% | -29.2% | +37.7% | +14.3% |
| 6M | +23.5% | -36.1% | +59.6% | +31.4% |
| YTD | -11.2% | -40.2% | +29.0% | -5.8% |
| 1Y | -19.3% | -36.2% | +16.9% | -16.6% |
| 3Y | +48.7% | +47.5% | +1.1% | +22.5% |
| 5Y | +106.5% | +39.3% | +67.3% | +65.4% |
| All | +1,056.0% | +502.7% | +553.3% | +689.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AVAV.
Daily Out/Under-Performance
Portfolio return minus AVAV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AVAV 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 AVAV 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