+983.2%
ARES vs FTI
+313.1%
+670.1%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.4% | -2.6% | -3.0% |
| 7D | -2.7% | -2.3% | -0.3% | -2.1% |
| 30D | -2.4% | +5.0% | -7.4% | -3.6% |
| 3M | +3.9% | +13.8% | -9.9% | +0.3% |
| 6M | +26.4% | +22.9% | +3.5% | +19.2% |
| YTD | -14.9% | +75.0% | -89.9% | -26.5% |
| 1Y | -20.4% | +96.9% | -117.3% | -33.4% |
| 3Y | +38.8% | +276.7% | -237.9% | -0.9% |
| 5Y | +97.0% | +1,157.0% | -1,060.0% | +4.9% |
| All | +983.2% | +313.1% | +670.1% | +544.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling