-26.1%
ARES vs DD
+34.9%
-61.0%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.3% | +1.0% | +0.9% |
| 7D | -6.1% | -3.5% | -2.6% | -4.6% |
| 30D | -7.5% | -11.7% | +4.1% | -2.5% |
| 3M | +0.1% | -9.2% | +9.3% | +4.3% |
| 6M | +30.3% | -7.2% | +37.5% | +33.4% |
| YTD | -16.6% | +6.6% | -23.2% | -18.8% |
| 1Y | -26.1% | +32.0% | -58.1% | -35.1% |
| All | -26.1% | +34.9% | -61.0% | -35.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 1y: compounded portfolio wealth divided by compounded DD 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…
1y analysis · Full analysis span regression · 6 months rolling