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  • ARES vs EAT✓SelectedUSD · EATARES vs EAT performance historyLatest closeAs of-3.07%09/09
Stock and ETF performance explorer

ARES vs EAT

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+999.8%
EAT return
+370.1%
Excess return
+629.7%
Maximum drawdown
-50.0%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 10y.

Portfolio and benchmark returns by period
PeriodPortfolioEATExcessAlpha
1D-3.1%-3.2%+0.2%-2.4%
7D-2.7%-6.8%+4.1%-1.2%
30D-2.4%-5.4%+3.0%-1.6%
3M+3.9%+42.8%-38.8%-4.6%
6M+26.4%+56.5%-30.1%+12.6%
YTD-14.9%+50.0%-64.9%-23.5%
1Y-20.4%+38.3%-58.7%-27.7%
3Y+38.8%+591.6%-552.9%-12.8%
5Y+97.0%+312.6%-215.7%+31.7%
10Y+999.8%+381.4%+618.4%+566.3%
All+999.8%+370.1%+629.7%+566.3%

Cumulative growth

Daily Returns

Daily percentage return beside EAT.

Daily Out/Under-Performance

Portfolio return minus EAT return. Positive bars indicate outperformance.

Daily Alpha

Portfolio daily return minus β × EAT 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 10y: compounded portfolio wealth divided by compounded EAT 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…

10y analysis · Full analysis span regression · 6 months rolling