+291.5%
ARES vs QS
-47.4%
+338.9%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.8% | -2.0% | -2.7% |
| 7D | -7.7% | -5.0% | -2.7% | -7.3% |
| 30D | -8.7% | -18.3% | +9.6% | -7.1% |
| 3M | +2.8% | -26.0% | +28.8% | +5.1% |
| 6M | +23.1% | -24.0% | +47.1% | +25.1% |
| YTD | -17.3% | -50.3% | +33.0% | -13.0% |
| 1Y | -24.3% | -38.0% | +13.7% | -22.7% |
| 3Y | +34.9% | -24.6% | +59.5% | +28.5% |
| 5Y | +93.5% | -75.4% | +168.9% | +88.5% |
| All | +291.5% | -47.4% | +338.9% | +307.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling