+1,121.7%
ARES vs D
+60.7%
+1,061.0%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.5% | +1.7% | +0.7% |
| 7D | +4.5% | +3.0% | +1.6% | +3.5% |
| 30D | +15.7% | +11.5% | +4.3% | +11.5% |
| 3M | -2.0% | +3.7% | -5.7% | -3.2% |
| 6M | +10.4% | +13.5% | -3.1% | +5.4% |
| YTD | -14.2% | +20.7% | -35.0% | -20.3% |
| 1Y | -7.8% | +18.2% | -26.0% | -13.8% |
| 3Y | +41.4% | +73.3% | -31.9% | +11.8% |
| 5Y | +83.7% | +12.3% | +71.4% | +72.1% |
| 10Y | +1,204.1% | +43.4% | +1,160.7% | +1,070.0% |
| All | +1,121.7% | +60.7% | +1,061.0% | +992.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling