-19.3%
ARES vs QS
-28.5%
+9.2%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.6% | -1.5% | -1.0% |
| 7D | -1.7% | -2.3% | +0.6% | -1.3% |
| 30D | +0.3% | -0.7% | +1.0% | +0.2% |
| 3M | +8.5% | -39.6% | +48.1% | +15.8% |
| 6M | +23.5% | -21.7% | +45.2% | +26.3% |
| YTD | -11.2% | -47.4% | +36.2% | -5.8% |
| 1Y | -19.3% | -28.4% | +9.1% | -17.0% |
| All | -19.3% | -28.5% | +9.2% | -17.0% |
Cumulative growth
Daily Returns
Daily percentage return beside QS.
Daily Out/Under-Performance
Portfolio return minus QS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QS 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 1y: compounded portfolio wealth divided by compounded QS 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…
1y analysis · Full analysis span regression · 6 months rolling