+1,164.6%
ARES vs FLR
-15.8%
+1,180.4%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.3% | +1.4% | -0.6% |
| 7D | -1.7% | +5.4% | -7.1% | -2.6% |
| 30D | +0.3% | +11.4% | -11.1% | -2.0% |
| 3M | +8.5% | +11.4% | -2.9% | +5.8% |
| 6M | +23.5% | +16.6% | +6.8% | +18.7% |
| YTD | -11.2% | +41.7% | -52.9% | -17.5% |
| 1Y | -19.3% | +35.4% | -54.7% | -24.6% |
| 3Y | +48.7% | +57.3% | -8.7% | +33.2% |
| 5Y | +106.5% | +241.0% | -134.4% | +65.2% |
| 10Y | +1,055.3% | +16.6% | +1,038.7% | +951.1% |
| All | +1,164.6% | -15.8% | +1,180.4% | +1,040.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling