+961.2%
ARES vs QID
-99.2%
+1,060.3%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.8% | +2.6% | -0.1% |
| 7D | -6.1% | +1.3% | -7.3% | -5.5% |
| 30D | -7.5% | +2.9% | -10.5% | -6.0% |
| 3M | +0.1% | -0.7% | +0.8% | +1.1% |
| 6M | +30.3% | -29.7% | +59.9% | +13.5% |
| YTD | -16.6% | -27.9% | +11.3% | -25.7% |
| 1Y | -26.1% | -34.6% | +8.5% | -36.4% |
| 3Y | +36.4% | -73.5% | +110.0% | -12.1% |
| 5Y | +95.0% | -81.0% | +176.0% | +30.5% |
| All | +961.2% | -99.2% | +1,060.3% | +315.1% |
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