+1,171.2%
ARES vs D
+60.2%
+1,111.0%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.3% | -0.2% |
| 7D | +8.1% | +2.4% | +5.7% | +7.3% |
| 30D | +18.9% | +10.9% | +8.0% | +14.8% |
| 3M | +2.3% | +2.8% | -0.5% | +1.4% |
| 6M | +12.7% | +12.7% | 0.0% | +7.8% |
| YTD | -10.8% | +20.3% | -31.1% | -17.0% |
| 1Y | -5.3% | +17.1% | -22.4% | -11.2% |
| 3Y | +42.0% | +75.1% | -33.1% | +11.8% |
| 5Y | +88.3% | +13.1% | +75.1% | +75.9% |
| 10Y | +1,148.2% | +48.3% | +1,100.0% | +1,021.8% |
| All | +1,171.2% | +60.2% | +1,111.0% | +1,038.1% |
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