+106.6%
ARES vs FIVE
+31.2%
+75.4%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +5.1% | -6.1% | -2.5% |
| 7D | -1.7% | +4.3% | -5.9% | -2.9% |
| 30D | +0.3% | +12.5% | -12.2% | -3.6% |
| 3M | +8.5% | +31.2% | -22.8% | -0.7% |
| 6M | +23.5% | +14.4% | +9.1% | +16.5% |
| YTD | -11.2% | +33.9% | -45.1% | -20.4% |
| 1Y | -19.3% | +65.1% | -84.3% | -32.7% |
| 3Y | +48.7% | +49.0% | -0.3% | +18.6% |
| All | +106.6% | +31.2% | +75.4% | +58.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 5y: compounded portfolio wealth divided by compounded FIVE 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…
5y analysis · Full analysis span regression · 6 months rolling