+1,121.7%
ARES vs FIVE
+500.1%
+621.6%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.3% |
| 7D | +4.5% | -0.3% | +4.8% | +4.7% |
| 30D | +15.7% | +17.7% | -1.9% | +10.8% |
| 3M | -2.0% | +4.0% | -6.0% | -3.4% |
| 6M | +10.4% | +2.6% | +7.8% | +8.2% |
| YTD | -14.2% | +27.6% | -41.8% | -21.2% |
| 1Y | -7.8% | +59.9% | -67.7% | -20.4% |
| 3Y | +41.4% | +35.8% | +5.6% | +18.5% |
| 5Y | +83.7% | +14.4% | +69.2% | +56.0% |
| 10Y | +1,204.1% | +576.1% | +627.9% | +698.3% |
| All | +1,121.7% | +500.1% | +621.6% | +648.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling