+307.7%
ARES vs QS
-62.6%
+370.4%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -5.2% | +6.1% | +1.5% |
| 7D | +0.5% | -14.0% | +14.5% | +1.8% |
| 30D | +19.7% | -6.4% | +26.0% | +20.3% |
| 3M | -9.0% | -40.3% | +31.3% | -4.9% |
| 6M | +11.5% | -57.5% | +69.1% | +19.4% |
| YTD | -13.8% | -64.7% | +50.9% | -6.7% |
| 1Y | -5.6% | -72.9% | +67.3% | +4.3% |
| 3Y | +36.1% | -33.5% | +69.6% | +31.5% |
| 5Y | +82.7% | -90.5% | +173.2% | +84.2% |
| All | +307.7% | -62.6% | +370.4% | +336.8% |
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