+1,164.6%
ARES vs DG
+173.7%
+990.9%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.5% | -2.5% | -1.2% |
| 7D | -1.7% | +8.4% | -10.1% | -2.9% |
| 30D | +0.3% | +4.9% | -4.7% | -0.6% |
| 3M | +8.5% | +29.3% | -20.9% | +3.9% |
| 6M | +23.5% | -11.3% | +34.7% | +25.1% |
| YTD | -11.2% | +1.8% | -13.0% | -12.0% |
| 1Y | -19.3% | +25.3% | -44.6% | -22.8% |
| 3Y | +48.7% | +9.1% | +39.6% | +41.7% |
| 5Y | +106.5% | -34.9% | +141.4% | +122.0% |
| 10Y | +1,055.3% | +108.2% | +947.2% | +962.8% |
| All | +1,164.6% | +173.7% | +990.9% | +1,072.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 all: compounded portfolio wealth divided by compounded DG 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…
all analysis · Full analysis span regression · 6 months rolling