+1,131.0%
ARES vs D
+47.5%
+1,083.5%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.6% | -0.9% |
| 7D | +0.8% | -2.4% | +3.2% | +1.7% |
| 30D | +16.7% | +9.0% | +7.7% | +12.9% |
| 3M | -2.6% | +1.0% | -3.6% | -3.0% |
| 6M | +13.0% | +11.0% | +2.0% | +8.0% |
| YTD | -11.7% | +19.8% | -31.5% | -18.6% |
| 1Y | -6.7% | +16.0% | -22.6% | -13.0% |
| 3Y | +40.5% | +74.4% | -33.9% | +6.3% |
| 5Y | +88.2% | +13.5% | +74.7% | +74.0% |
| 10Y | +1,131.0% | +48.4% | +1,082.6% | +1,020.3% |
| All | +1,131.0% | +47.5% | +1,083.5% | +1,020.3% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 D 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