+1,164.6%
ARES vs AWK
+294.1%
+870.5%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.1% | -0.8% | -0.9% |
| 7D | -1.7% | +1.7% | -3.4% | -2.2% |
| 30D | +0.3% | +5.6% | -5.3% | -1.4% |
| 3M | +8.5% | +15.9% | -7.4% | +3.1% |
| 6M | +23.5% | +4.6% | +18.9% | +20.7% |
| YTD | -11.2% | +10.1% | -21.3% | -15.0% |
| 1Y | -19.3% | +2.1% | -21.4% | -20.9% |
| 3Y | +48.7% | +9.8% | +38.8% | +36.3% |
| 5Y | +106.5% | -15.4% | +121.9% | +110.7% |
| 10Y | +1,055.3% | +129.4% | +925.9% | +844.5% |
| All | +1,164.6% | +294.1% | +870.5% | +928.0% |
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