+97.0%
ARES vs AVTR
-64.4%
+161.4%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.4% | -0.6% | -2.3% |
| 7D | -2.7% | +1.6% | -4.2% | -3.1% |
| 30D | -2.4% | +8.4% | -10.8% | -4.8% |
| 3M | +3.9% | +50.2% | -46.2% | -9.4% |
| 6M | +26.4% | +82.6% | -56.2% | +3.2% |
| YTD | -14.9% | +29.8% | -44.7% | -23.0% |
| 1Y | -20.4% | +16.0% | -36.4% | -27.5% |
| 3Y | +38.8% | -26.4% | +65.2% | +40.8% |
| 5Y | +97.0% | -64.5% | +161.4% | +177.6% |
| All | +97.0% | -64.4% | +161.4% | +177.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling