-16.7%
ARES vs MULL
+2,620.5%
-2,637.1%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +5.4% | -8.5% | -3.6% |
| 7D | -2.7% | +14.8% | -17.4% | -4.0% |
| 30D | -2.4% | +36.6% | -39.0% | -5.6% |
| 3M | +3.9% | -8.9% | +12.8% | -0.3% |
| 6M | +26.4% | +311.9% | -285.6% | -6.6% |
| YTD | -14.9% | +579.8% | -594.7% | -43.7% |
| 1Y | -20.4% | +2,421.5% | -2,442.0% | -60.9% |
| All | -16.7% | +2,620.5% | -2,637.1% | -66.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling