+875.3%
ARES vs EQX
+232.0%
+643.3%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.6% | -0.9% | +0.6% |
| 7D | -6.1% | -3.2% | -2.9% | -5.8% |
| 30D | -7.5% | +7.8% | -15.3% | -8.3% |
| 3M | +0.1% | +21.3% | -21.2% | -2.1% |
| 6M | +30.3% | -22.4% | +52.7% | +32.3% |
| YTD | -16.6% | -11.3% | -5.3% | -16.8% |
| 1Y | -26.1% | +13.5% | -39.6% | -28.4% |
| 3Y | +36.4% | +162.1% | -125.7% | +18.4% |
| 5Y | +95.0% | +84.2% | +10.8% | +68.6% |
| All | +875.3% | +232.0% | +643.3% | +842.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EQX.
Daily Out/Under-Performance
Portfolio return minus EQX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQX 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 EQX 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