-5.6%
ARES vs FGI
+17.8%
-23.3%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -25.2% | +26.2% | +1.8% |
| 7D | +0.5% | -14.4% | +14.9% | +0.8% |
| 30D | +19.7% | -11.8% | +31.4% | +19.8% |
| 3M | -9.0% | -46.2% | +37.3% | -7.4% |
| 6M | +11.5% | +5.2% | +6.4% | +8.0% |
| YTD | -13.8% | +10.5% | -24.4% | -17.5% |
| 1Y | -5.6% | +25.5% | -31.1% | -10.3% |
| All | -5.6% | +17.8% | -23.3% | -10.3% |
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