+83.3%
ARES vs FN
+148.3%
-65.0%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -14.2% | +12.0% | +0.8% |
| 7D | +4.9% | -16.0% | +20.9% | +8.1% |
| 30D | +13.6% | -40.1% | +53.7% | +25.9% |
| 3M | -3.3% | -43.9% | +40.6% | +7.3% |
| 6M | +11.0% | -55.6% | +66.6% | +27.9% |
| YTD | -14.4% | -35.7% | +21.2% | -14.4% |
| 1Y | -9.1% | -39.8% | +30.7% | -8.1% |
| 3Y | +37.1% | +80.3% | -43.1% | -12.7% |
| 5Y | +83.3% | +143.3% | -60.0% | -8.9% |
| All | +83.3% | +148.3% | -65.0% | -8.9% |
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