+99.9%
ARES vs FRSH
-72.5%
+172.4%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.6% | +0.7% |
| 7D | -6.1% | -6.6% | +0.5% | -4.3% |
| 30D | -7.5% | +2.1% | -9.6% | -8.2% |
| 3M | +0.1% | +29.0% | -28.8% | -7.4% |
| 6M | +30.3% | +48.6% | -18.4% | +15.1% |
| YTD | -16.6% | -2.9% | -13.7% | -17.7% |
| 1Y | -26.1% | -7.9% | -18.2% | -26.1% |
| 3Y | +36.4% | -46.5% | +82.9% | +52.0% |
| All | +99.9% | -72.5% | +172.4% | +109.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FRSH.
Daily Out/Under-Performance
Portfolio return minus FRSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRSH 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 FRSH 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