+1,112.5%
ARES vs AZO
+451.5%
+661.0%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.4% | -1.7% | -2.6% |
| 7D | -2.7% | -0.8% | -1.9% | -2.4% |
| 30D | -2.4% | -5.1% | +2.7% | -0.8% |
| 3M | +3.9% | -7.2% | +11.1% | +5.9% |
| 6M | +26.4% | -20.7% | +47.1% | +35.3% |
| YTD | -14.9% | -14.2% | -0.7% | -11.5% |
| 1Y | -20.4% | -32.2% | +11.7% | -10.9% |
| 3Y | +38.8% | +11.1% | +27.6% | +26.8% |
| 5Y | +97.0% | +87.6% | +9.4% | +44.5% |
| 10Y | +999.8% | +302.9% | +696.9% | +531.7% |
| All | +1,112.5% | +451.5% | +661.0% | +594.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AZO.
Daily Out/Under-Performance
Portfolio return minus AZO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AZO 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 AZO 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