+320.1%
ARES vs QS
-44.4%
+364.4%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.6% | -1.5% | -1.0% |
| 7D | -1.7% | -2.3% | +0.6% | -1.5% |
| 30D | +0.3% | -0.7% | +1.0% | +0.2% |
| 3M | +8.5% | -39.6% | +48.1% | +12.7% |
| 6M | +23.5% | -21.7% | +45.2% | +25.2% |
| YTD | -11.2% | -47.4% | +36.2% | -7.1% |
| 1Y | -19.3% | -28.4% | +9.1% | -18.7% |
| 3Y | +48.7% | -22.6% | +71.3% | +41.2% |
| 5Y | +106.5% | -75.6% | +182.1% | +100.3% |
| All | +320.1% | -44.4% | +364.4% | +334.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling