+999.8%
ARES vs IT
+88.4%
+911.4%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.7% | -1.4% | -2.4% |
| 7D | -2.7% | -9.1% | +6.5% | +1.0% |
| 30D | -2.4% | -12.2% | +9.8% | +2.5% |
| 3M | +3.9% | +7.8% | -3.9% | -2.3% |
| 6M | +26.4% | +2.0% | +24.4% | +20.3% |
| YTD | -14.9% | -32.7% | +17.9% | -3.1% |
| 1Y | -20.4% | -31.1% | +10.7% | -11.4% |
| 3Y | +38.8% | -52.1% | +90.9% | +78.0% |
| 5Y | +97.0% | -46.3% | +143.3% | +136.7% |
| 10Y | +999.8% | +91.4% | +908.4% | +680.4% |
| All | +999.8% | +88.4% | +911.4% | +680.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 IT 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