+1,089.9%
ARES vs FDS
+127.0%
+962.9%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.9% | -2.4% | -2.9% |
| 7D | -0.3% | -2.6% | +2.3% | +0.9% |
| 30D | +15.3% | +14.1% | +1.2% | +7.9% |
| 3M | -5.4% | +19.8% | -25.1% | -14.4% |
| 6M | +10.0% | +55.0% | -44.9% | -15.8% |
| YTD | -14.7% | +15.9% | -30.6% | -23.9% |
| 1Y | -9.7% | +24.2% | -33.9% | -23.2% |
| 3Y | +35.8% | -24.0% | +59.8% | +51.2% |
| 5Y | +80.9% | -23.3% | +104.2% | +99.4% |
| All | +1,089.9% | +127.0% | +962.9% | +717.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 FDS 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