+1,164.6%
ARES vs FTI
+107.6%
+1,057.1%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.3% | -0.7% | -0.9% |
| 7D | -1.7% | +5.3% | -6.9% | -2.8% |
| 30D | +0.3% | +15.3% | -15.1% | -3.1% |
| 3M | +8.5% | +15.8% | -7.3% | +4.5% |
| 6M | +23.5% | +22.6% | +0.9% | +16.9% |
| YTD | -11.2% | +79.5% | -90.8% | -23.2% |
| 1Y | -19.3% | +102.0% | -121.3% | -32.3% |
| 3Y | +48.7% | +315.8% | -267.2% | +5.6% |
| 5Y | +106.5% | +1,129.5% | -1,023.0% | +13.7% |
| 10Y | +1,055.3% | +320.9% | +734.4% | +585.6% |
| All | +1,164.6% | +107.6% | +1,057.1% | +644.7% |
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 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