+303.7%
ARES vs QS
-60.6%
+364.3%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -7.8% | +4.5% | -2.6% |
| 7D | -0.3% | -5.6% | +5.3% | +0.2% |
| 30D | +15.3% | -5.8% | +21.1% | +15.8% |
| 3M | -5.4% | -39.2% | +33.8% | -1.3% |
| 6M | +10.0% | -53.9% | +63.9% | +16.9% |
| YTD | -14.7% | -62.8% | +48.1% | -8.0% |
| 1Y | -9.7% | -73.5% | +63.8% | -0.1% |
| 3Y | +35.8% | -29.1% | +64.9% | +30.5% |
| 5Y | +80.9% | -90.0% | +170.9% | +81.5% |
| All | +303.7% | -60.6% | +364.3% | +330.5% |
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