-6.9%
ARES vs MCO
+9.9%
-16.8%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +4.9% | +1.2% | +3.2% |
| 7D | +10.5% | +10.7% | -0.2% | +4.1% |
| 30D | +16.8% | +17.9% | -1.1% | +6.1% |
| 3M | -3.2% | +9.5% | -12.7% | -8.3% |
| 6M | +16.4% | +18.1% | -1.6% | +4.9% |
| YTD | -12.4% | +4.1% | -16.5% | -12.6% |
| 1Y | -6.9% | +9.3% | -16.2% | -9.4% |
| All | -6.9% | +9.9% | -16.8% | -9.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MCO.
Daily Out/Under-Performance
Portfolio return minus MCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCO 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 MCO 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