+88.3%
ARES vs AVTR
-59.8%
+148.1%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.1% | +2.0% | +0.5% |
| 7D | +8.1% | -0.1% | +8.3% | +8.2% |
| 30D | +18.9% | -0.6% | +19.6% | +18.9% |
| 3M | +2.3% | +13.4% | -11.1% | -1.9% |
| 6M | +12.7% | +87.4% | -74.6% | -9.1% |
| YTD | -10.8% | +35.9% | -46.6% | -20.8% |
| 1Y | -5.3% | +35.4% | -40.7% | -16.0% |
| 3Y | +42.0% | -16.1% | +58.2% | +36.5% |
| 5Y | +88.3% | -59.4% | +147.7% | +167.1% |
| All | +88.3% | -59.8% | +148.1% | +167.1% |
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