+124.9%
ARES vs FGI
-70.4%
+195.2%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -3.3% |
| 3M | +8.5% | +23.5% | -15.0% | +5.4% |
| 6M | +23.5% | +60.5% | -37.1% | +16.9% |
| YTD | -11.2% | +30.0% | -41.2% | -15.4% |
| 1Y | -19.3% | +82.1% | -101.3% | -25.5% |
| 3Y | +48.7% | -4.4% | +53.0% | +38.7% |
| All | +124.9% | -70.4% | +195.2% | +122.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling