-5.3%
ARES vs CAPR
+47.8%
-53.2%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -9.9% | +9.8% | -0.1% |
| 7D | +8.1% | +7.6% | +0.5% | +8.1% |
| 30D | +18.9% | +13.3% | +5.6% | +18.8% |
| 3M | +2.3% | +130.4% | -128.0% | +2.0% |
| 6M | +12.7% | -70.8% | +83.5% | +13.0% |
| YTD | -10.8% | -69.3% | +58.5% | -10.6% |
| 1Y | -5.3% | +59.5% | -64.9% | -5.8% |
| All | -5.3% | +47.8% | -53.2% | -5.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling