+1,216.8%
ARES vs M
-4.2%
+1,221.0%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.6% | +4.8% | +1.2% |
| 7D | +4.5% | -4.3% | +8.8% | +5.5% |
| 30D | +15.7% | +1.3% | +14.5% | +15.4% |
| 3M | -2.0% | -7.4% | +5.4% | -0.6% |
| 6M | +10.4% | +18.3% | -7.9% | +6.0% |
| YTD | -14.2% | +7.6% | -21.8% | -16.2% |
| 1Y | -7.8% | +17.4% | -25.2% | -11.6% |
| 3Y | +41.4% | +108.4% | -67.0% | +15.9% |
| 5Y | +83.7% | -10.6% | +94.3% | +69.9% |
| All | +1,216.8% | -4.2% | +1,221.0% | +799.4% |
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