+42.2%
ARES vs AWK
+28.4%
+13.8%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.7% | +4.9% | +4.0% |
| 7D | +5.0% | +1.2% | +3.8% | +5.2% |
| 30D | +19.1% | +15.8% | +3.3% | +22.9% |
| 3M | +3.1% | +11.0% | -7.9% | +5.2% |
| 6M | +12.9% | +21.0% | -8.1% | +18.2% |
| YTD | -10.7% | +16.7% | -27.4% | -6.9% |
| 1Y | -5.5% | +17.2% | -22.7% | -1.4% |
| All | +42.2% | +28.4% | +13.8% | +45.7% |
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