+747.7%
ARES vs ESTC
+31.2%
+716.5%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.5% | +3.5% | +0.2% |
| 7D | -1.7% | -8.1% | +6.4% | +0.5% |
| 30D | +0.3% | +31.7% | -31.4% | -7.7% |
| 3M | +8.5% | +41.1% | -32.6% | -2.3% |
| 6M | +23.5% | +77.1% | -53.6% | +3.7% |
| YTD | -11.2% | +21.7% | -32.9% | -17.9% |
| 1Y | -19.3% | +8.4% | -27.7% | -23.8% |
| 3Y | +48.7% | +23.6% | +25.0% | +25.5% |
| 5Y | +106.5% | -46.5% | +153.0% | +99.2% |
| All | +747.7% | +31.2% | +716.5% | +463.5% |
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