+10.4%
ARES vs M
+19.3%
-8.9%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.6% | +4.8% | +1.5% |
| 7D | +4.5% | -4.3% | +8.8% | +5.8% |
| 30D | +15.7% | +1.3% | +14.5% | +15.5% |
| 3M | -2.0% | -7.4% | +5.4% | -0.4% |
| 6M | +10.4% | +18.3% | -7.9% | +7.8% |
| All | +10.4% | +19.3% | -8.9% | +7.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling