+102.6%
ARES vs FTI
+1,110.9%
-1,008.3%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.1% | +1.0% | -0.5% |
| 7D | -0.3% | -0.2% | -0.1% | -0.3% |
| 30D | +1.3% | +12.3% | -11.0% | -2.3% |
| 3M | +10.4% | +13.8% | -3.4% | +5.5% |
| 6M | +29.0% | +24.3% | +4.7% | +19.2% |
| YTD | -12.2% | +75.8% | -88.0% | -27.4% |
| 1Y | -18.4% | +99.6% | -118.1% | -35.5% |
| 3Y | +43.2% | +278.4% | -235.2% | -6.6% |
| 5Y | +102.6% | +1,168.7% | -1,066.1% | -5.6% |
| All | +102.6% | +1,110.9% | -1,008.3% | -5.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling