-19.3%
ARES vs FGI
+81.8%
-101.1%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +7.5% | -8.5% | -1.2% |
| 7D | -1.7% | +0.5% | -2.2% | -1.7% |
| 30D | +0.3% | +65.4% | -65.1% | -2.8% |
| 3M | +8.5% | +23.5% | -15.0% | +5.7% |
| 6M | +23.5% | +60.5% | -37.1% | +18.2% |
| YTD | -11.2% | +30.0% | -41.2% | -14.6% |
| 1Y | -19.3% | +82.1% | -101.3% | -23.2% |
| All | -19.3% | +81.8% | -101.1% | -23.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 FGI 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