+102.6%
ARES vs MTB
+102.5%
+0.1%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.6% | -0.5% | -0.8% |
| 7D | -0.3% | +2.8% | -3.1% | -1.8% |
| 30D | +1.3% | -4.2% | +5.5% | +3.6% |
| 3M | +10.4% | +7.8% | +2.6% | +5.7% |
| 6M | +29.0% | +14.8% | +14.2% | +19.2% |
| YTD | -12.2% | +20.8% | -33.0% | -21.0% |
| 1Y | -18.4% | +23.1% | -41.6% | -27.4% |
| 3Y | +43.2% | +114.8% | -71.7% | -2.2% |
| 5Y | +102.6% | +103.3% | -0.7% | +50.7% |
| All | +102.6% | +102.5% | +0.1% | +50.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling