+1,216.8%
ARES vs FN
+753.0%
+463.8%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +11.7% | -11.5% | -2.5% |
| 7D | +4.5% | 0.0% | +4.6% | +3.5% |
| 30D | +15.7% | -34.3% | +50.1% | +25.9% |
| 3M | -2.0% | -39.9% | +37.9% | +7.4% |
| 6M | +10.4% | -51.8% | +62.2% | +25.2% |
| YTD | -14.2% | -28.1% | +13.9% | -15.7% |
| 1Y | -7.8% | -29.1% | +21.3% | -9.7% |
| 3Y | +41.4% | +102.4% | -61.1% | -5.7% |
| 5Y | +83.7% | +171.7% | -88.0% | +7.3% |
| All | +1,216.8% | +753.0% | +463.8% | +494.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN 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 FN 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