+718.9%
ARES vs ESTC
+23.0%
+696.0%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.2% | -2.0% | -0.4% |
| 7D | +4.5% | -11.5% | +16.1% | +7.8% |
| 30D | +15.7% | -7.5% | +23.3% | +17.6% |
| 3M | -2.0% | +23.1% | -25.1% | -8.8% |
| 6M | +10.4% | +75.3% | -64.9% | -7.3% |
| YTD | -14.2% | +14.1% | -28.3% | -19.8% |
| 1Y | -7.8% | -0.6% | -7.2% | -11.1% |
| 3Y | +41.4% | +20.8% | +20.6% | +19.7% |
| 5Y | +83.7% | -48.8% | +132.4% | +78.5% |
| All | +718.9% | +23.0% | +696.0% | +450.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ESTC.
Daily Out/Under-Performance
Portfolio return minus ESTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESTC 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 ESTC 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