+106.6%
ARES vs PL
+82.7%
+24.0%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.3% | +0.3% | -0.8% |
| 7D | -1.7% | -9.3% | +7.6% | -0.3% |
| 30D | +0.3% | -18.9% | +19.2% | +3.3% |
| 3M | +8.5% | -58.4% | +66.9% | +22.0% |
| 6M | +23.5% | -30.3% | +53.8% | +24.8% |
| YTD | -11.2% | -8.1% | -3.1% | -15.0% |
| 1Y | -19.3% | +180.5% | -199.8% | -39.0% |
| 3Y | +48.7% | +444.1% | -395.5% | -11.3% |
| All | +106.6% | +82.7% | +24.0% | +34.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 PL 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