+82.8%
ARES vs M
-3.3%
+86.1%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.5% | -0.5% | +0.6% |
| 7D | +0.5% | +7.0% | -6.5% | -1.4% |
| 30D | +19.7% | +8.9% | +10.8% | +16.8% |
| 3M | -9.0% | +4.5% | -13.5% | -10.3% |
| 6M | +11.5% | +36.2% | -24.7% | +1.5% |
| YTD | -13.8% | +15.1% | -29.0% | -18.2% |
| 1Y | -5.6% | +27.4% | -33.0% | -13.0% |
| 3Y | +36.1% | +160.1% | -124.0% | -4.3% |
| All | +82.8% | -3.3% | +86.1% | +58.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling