+953.0%
ARES vs FTI
+301.2%
+651.8%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.9% | +0.1% | -2.1% |
| 7D | -7.7% | -5.6% | -2.1% | -6.4% |
| 30D | -8.7% | +0.4% | -9.1% | -8.9% |
| 3M | +2.8% | +8.1% | -5.3% | +0.5% |
| 6M | +23.1% | +16.7% | +6.4% | +17.6% |
| YTD | -17.3% | +70.0% | -87.2% | -28.0% |
| 1Y | -24.3% | +85.4% | -109.7% | -35.7% |
| 3Y | +34.9% | +265.9% | -231.0% | -3.0% |
| 5Y | +93.5% | +1,072.7% | -979.3% | +4.7% |
| All | +953.0% | +301.2% | +651.8% | +531.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FTI.
Daily Out/Under-Performance
Portfolio return minus FTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTI 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded FTI 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling