-18.4%
ARES vs CAPR
+35.6%
-54.1%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.6% | +2.5% | -1.1% |
| 7D | -0.3% | -9.5% | +9.2% | -0.3% |
| 30D | +1.3% | +121.5% | -120.2% | +1.0% |
| 3M | +10.4% | -65.4% | +75.7% | +10.6% |
| 6M | +29.0% | -67.5% | +96.5% | +29.3% |
| YTD | -12.2% | -68.6% | +56.4% | -12.0% |
| 1Y | -18.4% | +42.7% | -61.1% | -19.0% |
| All | -18.4% | +35.6% | -54.1% | -19.0% |
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