+1,172.8%
ARES vs FDS
+251.7%
+921.1%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.4% | +4.5% | +4.4% |
| 7D | +5.0% | -5.0% | +9.9% | +7.6% |
| 30D | +19.1% | +13.8% | +5.3% | +11.8% |
| 3M | +3.1% | +14.8% | -11.8% | -4.5% |
| 6M | +12.9% | +47.4% | -34.5% | -10.4% |
| YTD | -10.7% | +14.2% | -24.8% | -19.5% |
| 1Y | -5.5% | +26.6% | -32.2% | -20.2% |
| 3Y | +45.0% | -24.4% | +69.4% | +60.2% |
| 5Y | +87.4% | -22.6% | +110.0% | +104.0% |
| 10Y | +1,267.4% | +130.0% | +1,137.4% | +795.6% |
| All | +1,172.8% | +251.7% | +921.1% | +730.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling