+35.4%
ARES vs DGX
+93.2%
-57.8%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.8% | -0.9% | -2.6% |
| 7D | -7.7% | -3.5% | -4.2% | -7.3% |
| 30D | -8.7% | -2.7% | -6.0% | -8.4% |
| 3M | +2.8% | +13.9% | -11.1% | +1.3% |
| 6M | +23.1% | +16.0% | +7.0% | +20.8% |
| YTD | -17.3% | +34.9% | -52.2% | -20.5% |
| 1Y | -24.3% | +30.6% | -54.9% | -27.0% |
| All | +35.4% | +93.2% | -57.8% | +22.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 DGX 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