+1,131.0%
ARES vs CAPR
-59.1%
+1,190.0%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +26.5% | -27.6% | -1.5% |
| 7D | +0.8% | +25.8% | -25.0% | +0.4% |
| 30D | +16.7% | +50.2% | -33.5% | +15.9% |
| 3M | -2.6% | +185.5% | -188.1% | -4.5% |
| 6M | +13.0% | -64.8% | +77.8% | +13.4% |
| YTD | -11.7% | -61.1% | +49.4% | -11.7% |
| 1Y | -6.7% | +81.0% | -87.6% | -11.9% |
| 3Y | +40.5% | +300.7% | -260.2% | +27.3% |
| 5Y | +88.2% | +223.3% | -135.1% | +69.6% |
| 10Y | +1,131.0% | -58.8% | +1,189.7% | +928.8% |
| All | +1,131.0% | -59.1% | +1,190.0% | +928.8% |
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