+82.8%
ARES vs DVA
+64.3%
+18.5%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.3% | +0.7% | +1.0% |
| 7D | +0.5% | -8.8% | +9.2% | +1.3% |
| 30D | +19.7% | -3.4% | +23.1% | +20.0% |
| 3M | -9.0% | -2.6% | -6.4% | -8.9% |
| 6M | +11.5% | -11.9% | +23.4% | +12.4% |
| YTD | -13.8% | +53.6% | -67.5% | -19.5% |
| 1Y | -5.6% | +41.9% | -47.4% | -10.5% |
| 3Y | +36.1% | +97.5% | -61.4% | +21.5% |
| All | +82.8% | +64.3% | +18.5% | +74.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DVA.
Daily Out/Under-Performance
Portfolio return minus DVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVA 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 DVA 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