+1,042.1%
ARES vs CAPR
-76.3%
+1,118.4%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.3% | -2.3% | -1.0% |
| 7D | -1.7% | -2.0% | +0.3% | -1.6% |
| 30D | +0.3% | +139.2% | -138.9% | -1.3% |
| 3M | +8.5% | -66.4% | +74.8% | +9.1% |
| 6M | +23.5% | -63.1% | +86.6% | +23.9% |
| YTD | -11.2% | -67.4% | +56.2% | -10.8% |
| 1Y | -19.3% | +58.2% | -77.5% | -23.7% |
| 3Y | +48.7% | +42.2% | +6.4% | +37.2% |
| 5Y | +106.5% | +87.3% | +19.3% | +87.5% |
| All | +1,042.1% | -76.3% | +1,118.4% | +885.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 10y: compounded portfolio wealth divided by compounded CAPR 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…
10y analysis · Full analysis span regression · 6 months rolling