+999.8%
ARES vs AWK
+128.1%
+871.7%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | 0.0% | -3.0% | -3.1% |
| 7D | -2.7% | +0.6% | -3.3% | -2.9% |
| 30D | -2.4% | +4.3% | -6.7% | -3.9% |
| 3M | +3.9% | +12.5% | -8.6% | -0.8% |
| 6M | +26.4% | +3.3% | +23.1% | +23.8% |
| YTD | -14.9% | +9.8% | -24.6% | -19.0% |
| 1Y | -20.4% | +2.9% | -23.3% | -22.5% |
| 3Y | +38.8% | +9.6% | +29.2% | +25.5% |
| 5Y | +97.0% | -16.7% | +113.6% | +103.9% |
| 10Y | +999.8% | +136.1% | +863.7% | +728.6% |
| All | +999.8% | +128.1% | +871.7% | +728.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AWK.
Daily Out/Under-Performance
Portfolio return minus AWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AWK 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 AWK 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