+1,133.8%
ARES vs P
+469.1%
+664.7%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.5% | -3.3% | -0.7% |
| 7D | +4.5% | -23.8% | +28.4% | +10.7% |
| 30D | +15.7% | -36.6% | +52.4% | +27.4% |
| 3M | -2.0% | +10.9% | -12.9% | -7.2% |
| 6M | +10.4% | +30.0% | -19.6% | -1.4% |
| YTD | -14.2% | +44.4% | -58.6% | -26.2% |
| 1Y | -7.8% | +3.9% | -11.7% | -15.3% |
| 3Y | +41.4% | +176.6% | -135.2% | -5.9% |
| 5Y | +83.7% | +249.3% | -165.6% | +12.7% |
| 10Y | +1,204.1% | +726.9% | +477.2% | +528.0% |
| All | +1,133.8% | +469.1% | +664.7% | +481.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling