+1,164.6%
ARES vs COO
+110.3%
+1,054.3%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.5% | +0.5% | -0.3% |
| 7D | -1.7% | -2.2% | +0.6% | -0.7% |
| 30D | +0.3% | -7.0% | +7.3% | +3.5% |
| 3M | +8.5% | +12.2% | -3.7% | +2.3% |
| 6M | +23.5% | -15.1% | +38.6% | +32.0% |
| YTD | -11.2% | -15.1% | +3.9% | -4.9% |
| 1Y | -19.3% | +2.3% | -21.6% | -20.8% |
| 3Y | +48.7% | -23.7% | +72.3% | +60.1% |
| 5Y | +106.5% | -38.9% | +145.5% | +142.2% |
| 10Y | +1,055.3% | +49.9% | +1,005.4% | +948.1% |
| All | +1,164.6% | +110.3% | +1,054.3% | +1,035.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling