+1,127.5%
ARES vs AWK
+321.5%
+805.9%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.4% | -0.4% | +0.6% |
| 7D | +0.5% | +0.1% | +0.3% | +0.4% |
| 30D | +19.7% | +14.3% | +5.4% | +14.8% |
| 3M | -9.0% | +10.3% | -19.3% | -11.8% |
| 6M | +11.5% | +18.9% | -7.4% | +5.1% |
| YTD | -13.8% | +17.7% | -31.5% | -19.3% |
| 1Y | -5.6% | +16.9% | -22.4% | -11.4% |
| 3Y | +36.1% | +32.2% | +3.9% | +15.7% |
| 5Y | +82.7% | -2.2% | +84.8% | +76.8% |
| 10Y | +1,101.7% | +156.1% | +945.5% | +862.1% |
| All | +1,127.5% | +321.5% | +805.9% | +876.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling