+953.0%
ARES vs MTB
+172.9%
+780.1%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.4% | -3.2% | -3.0% |
| 7D | -7.7% | -0.4% | -7.3% | -7.5% |
| 30D | -8.7% | -4.6% | -4.1% | -6.8% |
| 3M | +2.8% | +7.4% | -4.6% | -0.6% |
| 6M | +23.1% | +18.7% | +4.4% | +13.5% |
| YTD | -17.3% | +21.1% | -38.3% | -24.3% |
| 1Y | -24.3% | +24.1% | -48.4% | -31.5% |
| 3Y | +34.9% | +115.3% | -80.4% | -3.6% |
| 5Y | +93.5% | +106.0% | -12.5% | +38.9% |
| All | +953.0% | +172.9% | +780.1% | +625.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 10y: compounded portfolio wealth divided by compounded MTB 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…
10y analysis · Full analysis span regression · 6 months rolling