+102.6%
ARES vs IT
-44.6%
+147.2%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -7.4% | +6.3% | +2.0% |
| 7D | -0.3% | -9.1% | +8.8% | +3.5% |
| 30D | +1.3% | -7.0% | +8.3% | +3.9% |
| 3M | +10.4% | +7.6% | +2.7% | +3.8% |
| 6M | +29.0% | +2.1% | +26.9% | +22.9% |
| YTD | -12.2% | -31.6% | +19.4% | +1.4% |
| 1Y | -18.4% | -29.9% | +11.5% | -8.2% |
| 3Y | +43.2% | -51.3% | +94.4% | +88.7% |
| 5Y | +102.6% | -44.8% | +147.4% | +128.6% |
| All | +102.6% | -44.6% | +147.2% | +128.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling