+1,177.2%
ARES vs P
+485.4%
+691.8%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.4% | -2.4% | -1.3% |
| 7D | -1.7% | +6.5% | -8.2% | -3.2% |
| 30D | +0.3% | +18.8% | -18.6% | -4.6% |
| 3M | +8.5% | +26.7% | -18.3% | +0.7% |
| 6M | +23.5% | +62.2% | -38.7% | +6.1% |
| YTD | -11.2% | +48.5% | -59.7% | -22.4% |
| 1Y | -19.3% | +26.4% | -45.7% | -28.2% |
| 3Y | +48.7% | +159.4% | -110.8% | +2.9% |
| 5Y | +106.5% | +275.8% | -169.3% | +27.3% |
| 10Y | +1,055.3% | +732.0% | +323.3% | +465.9% |
| All | +1,177.2% | +485.4% | +691.8% | +511.2% |
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