+87.4%
ARES vs FN
+206.7%
-119.3%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +11.9% | -7.7% | +1.6% |
| 7D | +5.0% | +16.3% | -11.3% | +0.6% |
| 30D | +19.1% | -24.7% | +43.8% | +25.3% |
| 3M | +3.1% | -34.9% | +38.0% | +10.8% |
| 6M | +12.9% | -41.1% | +54.0% | +21.7% |
| YTD | -10.7% | -19.6% | +9.0% | -15.1% |
| 1Y | -5.5% | -18.5% | +13.0% | -11.4% |
| 3Y | +45.0% | +119.1% | -74.1% | -11.3% |
| 5Y | +87.4% | +206.9% | -119.6% | -12.0% |
| All | +87.4% | +206.7% | -119.3% | -12.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling