+1,164.6%
ARES vs IT
+152.4%
+1,012.2%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.6% | +3.7% | +0.9% |
| 7D | -1.7% | -6.0% | +4.4% | +0.7% |
| 30D | +0.3% | 0.0% | +0.3% | -0.1% |
| 3M | +8.5% | +13.1% | -4.6% | +0.5% |
| 6M | +23.5% | +11.7% | +11.8% | +13.7% |
| YTD | -11.2% | -26.1% | +14.9% | -3.1% |
| 1Y | -19.3% | -21.3% | +2.0% | -15.2% |
| 3Y | +48.7% | -46.7% | +95.4% | +81.2% |
| 5Y | +106.5% | -40.5% | +147.0% | +137.7% |
| 10Y | +1,055.3% | +103.9% | +951.4% | +717.3% |
| All | +1,164.6% | +152.4% | +1,012.2% | +772.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling