-7.8%
ARES vs FN
-33.3%
+25.6%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +11.7% | -11.5% | -0.4% |
| 7D | +4.5% | 0.0% | +4.6% | +4.3% |
| 30D | +15.7% | -34.3% | +50.1% | +19.2% |
| 3M | -2.0% | -39.9% | +37.9% | +1.2% |
| 6M | +10.4% | -51.8% | +62.2% | +15.7% |
| YTD | -14.2% | -28.1% | +13.9% | -15.0% |
| 1Y | -7.8% | -29.1% | +21.3% | -8.4% |
| All | -7.8% | -33.3% | +25.6% | -8.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling