+1,101.7%
ARES vs QID
-99.0%
+1,200.7%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.6% | -1.6% | +2.2% |
| 7D | +0.5% | -7.1% | +7.6% | -2.8% |
| 30D | +19.7% | +12.6% | +7.0% | +27.3% |
| 3M | -9.0% | +14.2% | -23.2% | -2.0% |
| 6M | +11.5% | +6.2% | +5.4% | +18.1% |
| YTD | -13.8% | -21.8% | +8.0% | -19.6% |
| 1Y | -5.6% | -23.1% | +17.5% | -12.3% |
| 3Y | +36.1% | -71.3% | +107.4% | -9.3% |
| 5Y | +82.7% | -77.0% | +159.7% | +33.0% |
| All | +1,101.7% | -99.0% | +1,200.7% | +370.8% |
Cumulative growth
Daily Returns
Daily percentage return beside QID.
Daily Out/Under-Performance
Portfolio return minus QID return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QID 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 QID 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