+1,115.4%
ARES vs MTB
+154.6%
+960.8%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.2% | -3.1% | -3.3% |
| 7D | -0.3% | 0.0% | -0.3% | -0.3% |
| 30D | +15.3% | +0.8% | +14.4% | +15.0% |
| 3M | -5.4% | -12.8% | +7.4% | +0.7% |
| 6M | +10.0% | +6.7% | +3.3% | +6.9% |
| YTD | -14.7% | +11.3% | -26.0% | -18.7% |
| 1Y | -9.7% | +20.2% | -29.8% | -16.8% |
| 3Y | +35.8% | +103.8% | -67.9% | +0.5% |
| 5Y | +80.9% | +60.9% | +20.0% | +45.2% |
| 10Y | +1,089.9% | +115.0% | +974.9% | +676.2% |
| All | +1,115.4% | +154.6% | +960.8% | +655.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling