+1,267.4%
ARES vs FFIV
+132.4%
+1,135.0%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.2% | +2.0% | +3.1% |
| 7D | +5.0% | -2.1% | +7.1% | +6.0% |
| 30D | +19.1% | -33.8% | +52.9% | +42.6% |
| 3M | +3.1% | -20.6% | +23.7% | +11.5% |
| 6M | +12.9% | -10.2% | +23.1% | +13.5% |
| YTD | -10.7% | +24.5% | -35.1% | -25.3% |
| 1Y | -5.5% | +29.3% | -34.8% | -22.7% |
| 3Y | +45.0% | +103.8% | -58.8% | -7.2% |
| 5Y | +87.4% | +40.9% | +46.5% | +41.3% |
| 10Y | +1,267.4% | +126.6% | +1,140.8% | +694.1% |
| All | +1,267.4% | +132.4% | +1,135.0% | +694.1% |
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