+1,131.0%
ARES vs FN
+850.1%
+280.9%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +5.9% | -7.0% | -2.5% |
| 7D | +0.8% | +8.0% | -7.3% | -1.6% |
| 30D | +16.7% | -19.1% | +35.9% | +20.8% |
| 3M | -2.6% | -29.8% | +27.2% | +2.9% |
| 6M | +13.0% | -43.2% | +56.1% | +23.1% |
| YTD | -11.7% | -18.9% | +7.2% | -15.8% |
| 1Y | -6.7% | -17.9% | +11.2% | -12.0% |
| 3Y | +40.5% | +120.1% | -79.6% | -8.2% |
| 5Y | +88.2% | +206.7% | -118.5% | +6.4% |
| 10Y | +1,131.0% | +804.7% | +326.3% | +432.0% |
| All | +1,131.0% | +850.1% | +280.9% | +432.0% |
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