+11.5%
ARES vs QS
-57.7%
+69.2%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -5.2% | +6.1% | +2.0% |
| 7D | +0.5% | -14.0% | +14.5% | +3.5% |
| 30D | +19.7% | -6.4% | +26.0% | +21.2% |
| 3M | -9.0% | -40.3% | +31.3% | -1.2% |
| 6M | +11.5% | -57.5% | +69.1% | +30.1% |
| All | +11.5% | -57.7% | +69.2% | +30.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling