+983.2%
ARES vs FLR
+21.1%
+962.0%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -3.2% | +0.1% | -2.5% |
| 7D | -2.7% | -3.1% | +0.5% | -2.2% |
| 30D | -2.4% | +4.9% | -7.3% | -3.2% |
| 3M | +3.9% | +10.8% | -6.9% | +1.4% |
| 6M | +26.4% | +19.7% | +6.7% | +21.0% |
| YTD | -14.9% | +38.4% | -53.2% | -20.6% |
| 1Y | -20.4% | +34.7% | -55.1% | -25.5% |
| 3Y | +38.8% | +56.7% | -17.9% | +24.7% |
| 5Y | +97.0% | +241.6% | -144.6% | +58.7% |
| All | +983.2% | +21.1% | +962.0% | +898.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling