-9.7%
ARES vs FDS
+23.2%
-32.9%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.9% | -2.4% | -3.1% |
| 7D | -0.3% | -2.6% | +2.3% | +0.3% |
| 30D | +15.3% | +14.1% | +1.2% | +11.9% |
| 3M | -5.4% | +19.8% | -25.1% | -9.3% |
| 6M | +10.0% | +55.0% | -44.9% | -1.9% |
| YTD | -14.7% | +15.9% | -30.6% | -18.1% |
| 1Y | -9.7% | +24.2% | -33.9% | -12.5% |
| All | -9.7% | +23.2% | -32.9% | -12.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling