-24.3%
ARES vs FTI
+89.8%
-114.1%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.9% | +0.1% | -2.4% |
| 7D | -7.7% | -5.6% | -2.1% | -7.0% |
| 30D | -8.7% | +0.4% | -9.1% | -8.8% |
| 3M | +2.8% | +8.1% | -5.3% | +1.2% |
| 6M | +23.1% | +16.7% | +6.4% | +16.1% |
| YTD | -17.3% | +70.0% | -87.2% | -28.0% |
| 1Y | -24.3% | +85.4% | -109.7% | -36.2% |
| All | -24.3% | +89.8% | -114.1% | -36.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling