+571.4%
ARES vs AVTR
+5.6%
+565.9%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.5% | +1.5% | +1.1% |
| 7D | +0.5% | +0.5% | 0.0% | +0.3% |
| 30D | +19.7% | -1.0% | +20.7% | +19.8% |
| 3M | -9.0% | +12.2% | -21.2% | -12.5% |
| 6M | +11.5% | +97.5% | -85.9% | -11.7% |
| YTD | -13.8% | +35.6% | -49.4% | -23.5% |
| 1Y | -5.6% | +32.8% | -38.4% | -15.8% |
| 3Y | +36.1% | -16.5% | +52.6% | +32.4% |
| 5Y | +82.7% | -59.1% | +141.8% | +125.3% |
| All | +571.4% | +5.6% | +565.9% | +482.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AVTR.
Daily Out/Under-Performance
Portfolio return minus AVTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AVTR 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 AVTR 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