-19.3%
ARES vs COMP
+22.2%
-41.5%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.5% | -1.5% | -1.1% |
| 7D | -1.7% | +1.4% | -3.0% | -2.0% |
| 30D | +0.3% | -13.3% | +13.6% | +3.2% |
| 3M | +8.5% | +41.1% | -32.6% | +0.8% |
| 6M | +23.5% | +17.2% | +6.3% | +19.0% |
| YTD | -11.2% | +5.2% | -16.4% | -13.1% |
| 1Y | -19.3% | +18.9% | -38.2% | -25.2% |
| All | -19.3% | +22.2% | -41.5% | -25.2% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 COMP 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