+82.8%
ARES vs CAPR
+172.3%
-89.5%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -6.9% | +7.9% | +1.1% |
| 7D | +0.5% | +5.9% | -5.4% | +0.3% |
| 30D | +19.7% | +44.6% | -24.9% | +18.9% |
| 3M | -9.0% | +126.4% | -135.3% | -10.3% |
| 6M | +11.5% | -68.6% | +80.1% | +12.2% |
| YTD | -13.8% | -67.0% | +53.1% | -13.5% |
| 1Y | -5.6% | +65.2% | -70.7% | -11.1% |
| 3Y | +36.1% | +235.6% | -199.5% | +9.0% |
| All | +82.8% | +172.3% | -89.5% | +32.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling