+39.3%
ARES vs DD
+42.2%
-2.9%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.6% | -0.5% | -1.8% |
| 7D | -2.7% | -3.8% | +1.1% | -0.8% |
| 30D | -2.4% | -9.2% | +6.8% | +2.3% |
| 3M | +3.9% | -9.0% | +12.9% | +8.7% |
| 6M | +26.4% | -5.0% | +31.3% | +28.4% |
| YTD | -14.9% | +7.4% | -22.3% | -18.6% |
| 1Y | -20.4% | +35.1% | -55.5% | -32.6% |
| All | +39.3% | +42.2% | -2.9% | +13.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling