+1,131.0%
ARES vs P
+686.0%
+445.0%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +4.4% | -5.5% | -2.2% |
| 7D | +0.8% | -4.7% | +5.5% | +1.6% |
| 30D | +16.7% | -31.4% | +48.1% | +26.6% |
| 3M | -2.6% | -2.6% | 0.0% | -4.6% |
| 6M | +13.0% | +21.9% | -9.0% | +2.2% |
| YTD | -11.7% | +58.9% | -70.7% | -26.7% |
| 1Y | -6.7% | +21.7% | -28.4% | -18.3% |
| 3Y | +40.5% | +193.3% | -152.8% | -11.2% |
| 5Y | +88.2% | +275.1% | -186.9% | +8.0% |
| 10Y | +1,131.0% | +655.3% | +475.6% | +449.8% |
| All | +1,131.0% | +686.0% | +445.0% | +449.8% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 10y: compounded portfolio wealth divided by compounded P 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…
10y analysis · Full analysis span regression · 6 months rolling