+1,157.4%
ARES vs FTI
+70.0%
+1,087.4%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.3% | -2.4% | -1.4% |
| 7D | +0.8% | +1.4% | -0.6% | +0.4% |
| 30D | +16.7% | -6.3% | +23.0% | +18.0% |
| 3M | -2.6% | -13.1% | +10.5% | 0.0% |
| 6M | +13.0% | -8.0% | +20.9% | +14.1% |
| YTD | -11.7% | +47.1% | -58.8% | -20.4% |
| 1Y | -6.7% | +50.7% | -57.4% | -16.4% |
| 3Y | +40.5% | +209.0% | -168.5% | +6.4% |
| 5Y | +88.2% | +847.0% | -758.8% | +9.8% |
| 10Y | +1,131.0% | +184.3% | +946.7% | +683.1% |
| All | +1,157.4% | +70.0% | +1,087.4% | +671.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling