+82.7%
ARES vs COO
-41.6%
+124.3%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.8% | +2.0% | +1.1% |
| 7D | +4.5% | +4.7% | -0.2% | +2.4% |
| 30D | +15.7% | +13.9% | +1.8% | +8.9% |
| 3M | -2.0% | -14.9% | +12.9% | +5.2% |
| 6M | +10.4% | +2.0% | +8.4% | +7.3% |
| YTD | -14.2% | -23.9% | +9.7% | -2.8% |
| 1Y | -7.8% | -9.6% | +1.9% | -4.3% |
| 3Y | +41.4% | -25.4% | +66.8% | +50.4% |
| All | +82.7% | -41.6% | +124.3% | +125.7% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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