+1,101.7%
ARES vs FTV
+109.2%
+992.5%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.1% | +0.9% | +0.9% |
| 7D | +0.5% | +3.9% | -3.4% | -2.1% |
| 30D | +19.7% | +18.7% | +1.0% | +6.4% |
| 3M | -9.0% | +10.0% | -19.0% | -14.9% |
| 6M | +11.5% | +14.6% | -3.0% | +1.0% |
| YTD | -13.8% | +23.4% | -37.3% | -26.8% |
| 1Y | -5.6% | +31.3% | -36.9% | -23.4% |
| 3Y | +36.1% | +39.8% | -3.7% | +5.5% |
| 5Y | +82.7% | +17.7% | +65.0% | +57.0% |
| All | +1,101.7% | +109.2% | +992.5% | +697.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 10y: compounded portfolio wealth divided by compounded FTV 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…
10y analysis · Full analysis span regression · 6 months rolling