+93.5%
ARES vs MTCH
-72.5%
+166.0%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.9% | -3.7% | -3.1% |
| 7D | -7.7% | -1.4% | -6.3% | -7.2% |
| 30D | -8.7% | +13.6% | -22.4% | -13.2% |
| 3M | +2.8% | +22.4% | -19.6% | -5.2% |
| 6M | +23.1% | +37.2% | -14.1% | +8.8% |
| YTD | -17.3% | +31.8% | -49.0% | -25.8% |
| 1Y | -24.3% | +12.9% | -37.2% | -28.3% |
| 3Y | +34.9% | -1.1% | +36.0% | +29.0% |
| 5Y | +93.5% | -73.5% | +167.0% | +184.6% |
| All | +93.5% | -72.5% | +166.0% | +184.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MTCH.
Daily Out/Under-Performance
Portfolio return minus MTCH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTCH 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 MTCH 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