+43.2%
ARES vs AWK
+9.6%
+33.6%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.2% | -0.9% | -1.1% |
| 7D | -0.3% | +2.2% | -2.5% | +0.1% |
| 30D | +1.3% | +4.4% | -3.1% | +2.1% |
| 3M | +10.4% | +15.4% | -5.0% | +13.6% |
| 6M | +29.0% | +3.5% | +25.5% | +30.7% |
| YTD | -12.2% | +9.8% | -22.0% | -10.2% |
| 1Y | -18.4% | +3.0% | -21.4% | -17.1% |
| 3Y | +43.2% | +9.7% | +33.5% | +44.7% |
| All | +43.2% | +9.6% | +33.6% | +44.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling