-5.2%
ARES vs M
+25.7%
-30.9%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +8.1% | -3.9% | +1.5% |
| 7D | +5.0% | +2.5% | +2.4% | +4.0% |
| 30D | +19.1% | +10.1% | +9.0% | +15.3% |
| 3M | +3.1% | -0.9% | +4.0% | +2.9% |
| 6M | +12.9% | +30.2% | -17.3% | +2.2% |
| YTD | -10.7% | +16.3% | -26.9% | -16.6% |
| All | -5.2% | +25.7% | -30.9% | -15.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling