+97.0%
ARES vs QS
-74.8%
+171.8%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -6.6% | +3.6% | -2.0% |
| 7D | -2.7% | -4.2% | +1.5% | -2.0% |
| 30D | -2.4% | -15.7% | +13.3% | +0.1% |
| 3M | +3.9% | -28.7% | +32.6% | +8.5% |
| 6M | +26.4% | -23.2% | +49.6% | +29.6% |
| YTD | -14.9% | -49.9% | +35.0% | -7.2% |
| 1Y | -20.4% | -38.8% | +18.4% | -17.9% |
| 3Y | +38.8% | -24.0% | +62.8% | +22.3% |
| 5Y | +97.0% | -75.6% | +172.6% | +88.7% |
| All | +97.0% | -74.8% | +171.8% | +88.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling