+82.8%
ARES vs MOD
+1,086.9%
-1,004.1%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +27.9% | -26.9% | -5.4% |
| 7D | +0.5% | +40.4% | -40.0% | -8.1% |
| 30D | +19.7% | -14.0% | +33.7% | +21.3% |
| 3M | -9.0% | -33.3% | +24.4% | -2.2% |
| 6M | +11.5% | -51.4% | +63.0% | +27.8% |
| YTD | -13.8% | +1.6% | -15.4% | -21.9% |
| 1Y | -5.6% | +5.4% | -11.0% | -16.1% |
| 3Y | +36.1% | +191.0% | -154.9% | -18.7% |
| All | +82.8% | +1,086.9% | -1,004.1% | -37.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MOD.
Daily Out/Under-Performance
Portfolio return minus MOD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOD 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 MOD 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