+1,115.4%
ARES vs FLR
-25.7%
+1,141.2%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.2% | -1.2% | -3.0% |
| 7D | -0.3% | +10.1% | -10.4% | -1.9% |
| 30D | +15.3% | -0.5% | +15.7% | +15.1% |
| 3M | -5.4% | -4.8% | -0.6% | -4.9% |
| 6M | +10.0% | +10.7% | -0.7% | +7.1% |
| YTD | -14.7% | +25.0% | -39.6% | -19.2% |
| 1Y | -9.7% | +8.3% | -18.0% | -12.5% |
| 3Y | +35.8% | +36.8% | -1.0% | +24.4% |
| 5Y | +80.9% | +121.8% | -40.9% | +53.5% |
| 10Y | +1,089.9% | +9.2% | +1,080.7% | +993.7% |
| All | +1,115.4% | -25.7% | +1,141.2% | +1,017.5% |
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