+953.0%
ARES vs FLR
+18.3%
+934.7%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.3% | -0.4% | -2.4% |
| 7D | -7.7% | -6.9% | -0.8% | -6.6% |
| 30D | -8.7% | +1.1% | -9.9% | -9.0% |
| 3M | +2.8% | +14.3% | -11.5% | -0.1% |
| 6M | +23.1% | +19.1% | +4.0% | +17.9% |
| YTD | -17.3% | +35.1% | -52.4% | -22.5% |
| 1Y | -24.3% | +29.5% | -53.8% | -28.7% |
| 3Y | +34.9% | +53.0% | -18.1% | +21.7% |
| 5Y | +93.5% | +238.9% | -145.4% | +56.3% |
| All | +953.0% | +18.3% | +934.7% | +874.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded FLR 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling