+43.2%
ARES vs FTI
+284.3%
-241.1%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.1% | +1.0% | -0.3% |
| 7D | -0.3% | -0.2% | -0.1% | -0.3% |
| 30D | +1.3% | +12.3% | -11.0% | -3.2% |
| 3M | +10.4% | +13.8% | -3.4% | +4.2% |
| 6M | +29.0% | +24.3% | +4.7% | +16.0% |
| YTD | -12.2% | +75.8% | -88.0% | -32.2% |
| 1Y | -18.4% | +99.6% | -118.1% | -40.9% |
| 3Y | +43.2% | +278.4% | -235.2% | -17.3% |
| All | +43.2% | +284.3% | -241.1% | -17.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling