+961.2%
ARES vs FFIV
+249.4%
+711.8%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.3% | -2.5% | -0.9% |
| 7D | -6.1% | +5.4% | -11.5% | -8.7% |
| 30D | -7.5% | -2.7% | -4.9% | -6.6% |
| 3M | +0.1% | +4.5% | -4.4% | -3.1% |
| 6M | +30.3% | +42.2% | -11.9% | +6.5% |
| YTD | -16.6% | +61.3% | -77.9% | -36.5% |
| 1Y | -26.1% | +23.0% | -49.1% | -35.4% |
| 3Y | +36.4% | +156.3% | -119.8% | -18.8% |
| 5Y | +95.0% | +102.9% | -7.9% | +28.1% |
| All | +961.2% | +249.4% | +711.8% | +467.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 FFIV 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