+39.3%
ARES vs QS
-25.4%
+64.7%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -6.6% | +3.6% | -2.3% |
| 7D | -2.7% | -4.2% | +1.5% | -2.2% |
| 30D | -2.4% | -15.7% | +13.3% | -0.5% |
| 3M | +3.9% | -28.7% | +32.6% | +7.4% |
| 6M | +26.4% | -23.2% | +49.6% | +29.0% |
| YTD | -14.9% | -49.9% | +35.0% | -9.4% |
| 1Y | -20.4% | -38.8% | +18.4% | -18.1% |
| All | +39.3% | -25.4% | +64.7% | +29.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling