+87.4%
ARES vs DD
+71.8%
+15.6%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +5.9% | -1.7% | +0.7% |
| 7D | +5.0% | +9.8% | -4.8% | -1.3% |
| 30D | +19.1% | +19.3% | -0.3% | +6.4% |
| 3M | +3.1% | +9.4% | -6.3% | -3.1% |
| 6M | +12.9% | +4.8% | +8.1% | +8.6% |
| YTD | -10.7% | +30.2% | -40.9% | -25.8% |
| 1Y | -5.5% | +32.2% | -37.8% | -22.4% |
| 3Y | +45.0% | +93.1% | -48.1% | -12.4% |
| 5Y | +87.4% | +68.0% | +19.4% | +21.4% |
| All | +87.4% | +71.8% | +15.6% | +21.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling