+106.6%
ARES vs COMP
-31.2%
+137.8%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.5% | -1.5% | -1.1% |
| 7D | -1.7% | +1.4% | -3.0% | -1.9% |
| 30D | +0.3% | -13.3% | +13.6% | +2.8% |
| 3M | +8.5% | +41.1% | -32.6% | +1.7% |
| 6M | +23.5% | +17.2% | +6.3% | +18.1% |
| YTD | -11.2% | +5.2% | -16.4% | -13.9% |
| 1Y | -19.3% | +18.9% | -38.2% | -23.8% |
| 3Y | +48.7% | +215.9% | -167.3% | +11.8% |
| All | +106.6% | -31.2% | +137.8% | +79.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling