+1,164.6%
ARES vs FFIV
+270.9%
+893.7%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.5% | -0.8% |
| 7D | -1.7% | -1.0% | -0.7% | -1.2% |
| 30D | +0.3% | -5.1% | +5.3% | +2.5% |
| 3M | +8.5% | -4.5% | +12.9% | +10.1% |
| 6M | +23.5% | +36.5% | -13.0% | +4.9% |
| YTD | -11.2% | +53.0% | -64.2% | -28.7% |
| 1Y | -19.3% | +24.2% | -43.5% | -28.8% |
| 3Y | +48.7% | +137.2% | -88.6% | -2.8% |
| 5Y | +106.5% | +91.8% | +14.8% | +46.2% |
| 10Y | +1,055.3% | +215.2% | +840.2% | +561.1% |
| All | +1,164.6% | +270.9% | +893.7% | +599.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling