+1,115.4%
ARES vs IT
+158.4%
+957.1%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.1% | -2.2% | -2.9% |
| 7D | -0.3% | -3.7% | +3.3% | +1.1% |
| 30D | +15.3% | -3.1% | +18.4% | +16.1% |
| 3M | -5.4% | +6.3% | -11.7% | -8.9% |
| 6M | +10.0% | +24.8% | -14.7% | -4.1% |
| YTD | -14.7% | -24.4% | +9.7% | -8.8% |
| 1Y | -9.7% | -17.1% | +7.4% | -7.4% |
| 3Y | +35.8% | -53.6% | +89.5% | +75.7% |
| 5Y | +80.9% | -42.5% | +123.4% | +108.7% |
| 10Y | +1,089.9% | +88.8% | +1,001.1% | +746.9% |
| All | +1,115.4% | +158.4% | +957.1% | +721.3% |
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