+102.6%
ARES vs DD
+61.7%
+40.9%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.2% | -0.9% | -1.0% |
| 7D | -0.3% | -0.6% | +0.3% | 0.0% |
| 30D | +1.3% | -7.4% | +8.7% | +6.0% |
| 3M | +10.4% | -6.4% | +16.8% | +14.6% |
| 6M | +29.0% | -2.5% | +31.5% | +29.3% |
| YTD | -12.2% | +10.2% | -22.4% | -18.6% |
| 1Y | -18.4% | +36.9% | -55.4% | -34.6% |
| 3Y | +43.2% | +47.0% | -3.8% | +5.4% |
| 5Y | +102.6% | +63.1% | +39.4% | +39.1% |
| All | +102.6% | +61.7% | +40.9% | +39.1% |
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 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