+1,267.4%
ARES vs M
+3.7%
+1,263.7%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +8.1% | -3.9% | +2.5% |
| 7D | +5.0% | +2.5% | +2.4% | +4.4% |
| 30D | +19.1% | +10.1% | +9.0% | +16.7% |
| 3M | +3.1% | -0.9% | +4.0% | +3.0% |
| 6M | +12.9% | +30.2% | -17.3% | +6.2% |
| YTD | -10.7% | +16.3% | -26.9% | -14.1% |
| 1Y | -5.5% | +27.0% | -32.5% | -11.0% |
| 3Y | +45.0% | +154.5% | -109.5% | +14.3% |
| 5Y | +87.4% | -1.1% | +88.5% | +69.9% |
| 10Y | +1,267.4% | +0.5% | +1,266.9% | +837.9% |
| All | +1,267.4% | +3.7% | +1,263.7% | +837.9% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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