-6.9%
ARES vs MULL
+444.9%
-451.7%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -13.8% | +19.9% | +6.5% |
| 7D | +10.5% | -35.9% | +46.4% | +11.9% |
| 30D | +16.8% | -47.3% | +64.2% | +18.9% |
| 3M | -3.2% | -30.6% | +27.3% | -2.7% |
| 6M | +16.4% | +13.7% | +2.7% | +8.1% |
| YTD | -12.4% | +272.1% | -284.5% | -25.6% |
| 1Y | -6.9% | +475.1% | -481.9% | -22.5% |
| All | -6.9% | +444.9% | -451.7% | -22.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MULL.
Daily Out/Under-Performance
Portfolio return minus MULL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MULL 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 1y: compounded portfolio wealth divided by compounded MULL 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…
1y analysis · Full analysis span regression · 6 months rolling