+176.6%
ARES vs COMP
-52.0%
+228.6%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +10.7% | -10.5% | -1.7% |
| 7D | +4.5% | +13.4% | -8.9% | +2.2% |
| 30D | +15.7% | +11.1% | +4.7% | +13.3% |
| 3M | -2.0% | -18.8% | +16.8% | +1.1% |
| 6M | +10.4% | +10.5% | -0.1% | +7.4% |
| YTD | -14.2% | -3.4% | -10.8% | -15.8% |
| 1Y | -7.8% | +19.7% | -27.5% | -12.7% |
| 3Y | +41.4% | +381.6% | -340.2% | -0.3% |
| 5Y | +83.7% | -17.6% | +101.3% | +53.3% |
| All | +176.6% | -52.0% | +228.6% | +123.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling