-5.6%
ARES vs DD
+27.9%
-33.5%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.6% | +1.6% | +1.2% |
| 7D | +0.5% | +5.0% | -4.5% | -1.5% |
| 30D | +19.7% | +19.7% | 0.0% | +10.1% |
| 3M | -9.0% | +7.2% | -16.2% | -11.9% |
| 6M | +11.5% | +1.0% | +10.5% | +10.4% |
| YTD | -13.8% | +29.1% | -42.9% | -24.8% |
| 1Y | -5.6% | +28.5% | -34.1% | -17.4% |
| All | -5.6% | +27.9% | -33.5% | -17.4% |
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