+106.6%
ARES vs D
+5.6%
+101.0%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.5% | -0.9% |
| 7D | -1.7% | +1.5% | -3.1% | -2.0% |
| 30D | +0.3% | -2.6% | +2.9% | +0.9% |
| 3M | +8.5% | 0.0% | +8.5% | +8.3% |
| 6M | +23.5% | +7.4% | +16.1% | +20.8% |
| YTD | -11.2% | +15.9% | -27.1% | -15.1% |
| 1Y | -19.3% | +18.1% | -37.4% | -23.5% |
| 3Y | +48.7% | +58.4% | -9.7% | +25.9% |
| All | +106.6% | +5.6% | +101.0% | +109.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling