-5.6%
ARES vs FRMI
-87.9%
+82.4%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +26.7% | -25.7% | -0.7% |
| 7D | +0.5% | +66.2% | -65.8% | -3.2% |
| 30D | +19.7% | -17.4% | +37.1% | +20.7% |
| 3M | -9.0% | -60.5% | +51.5% | -2.6% |
| 6M | +11.5% | -56.5% | +68.0% | +15.6% |
| YTD | -13.8% | -67.4% | +53.5% | -9.3% |
| 1Y | -5.6% | -85.1% | +79.5% | +3.2% |
| All | -5.6% | -87.9% | +82.4% | +3.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FRMI.
Daily Out/Under-Performance
Portfolio return minus FRMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRMI 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 FRMI 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