+1,121.7%
ARES vs CAPR
-81.1%
+1,202.8%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +4.7% | -4.5% | +0.1% |
| 7D | +4.5% | +41.1% | -36.5% | +4.0% |
| 30D | +15.7% | +11.1% | +4.6% | +15.5% |
| 3M | -2.0% | +115.3% | -117.3% | -3.4% |
| 6M | +10.4% | -73.8% | +84.2% | +11.3% |
| YTD | -14.2% | -68.8% | +54.6% | -13.9% |
| 1Y | -7.8% | +43.3% | -51.1% | -12.3% |
| 3Y | +41.4% | +214.7% | -173.3% | +29.5% |
| 5Y | +83.7% | +141.3% | -57.6% | +67.5% |
| 10Y | +1,204.1% | -67.0% | +1,271.1% | +1,027.6% |
| All | +1,121.7% | -81.1% | +1,202.8% | +966.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling