+43.2%
ARES vs FTV
-3.2%
+46.4%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.8% | -0.3% | -0.6% |
| 7D | -0.3% | -0.4% | +0.1% | -0.1% |
| 30D | +1.3% | -8.3% | +9.6% | +7.4% |
| 3M | +10.4% | -7.4% | +17.8% | +15.9% |
| 6M | +29.0% | -1.2% | +30.2% | +28.8% |
| YTD | -12.2% | +2.7% | -14.9% | -15.5% |
| 1Y | -18.4% | +18.4% | -36.9% | -30.3% |
| 3Y | +43.2% | -2.0% | +45.2% | +42.9% |
| All | +43.2% | -3.2% | +46.4% | +42.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling