+93.5%
ARES vs QSR
+40.6%
+52.9%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.7% | -2.1% | -2.5% |
| 7D | -7.7% | -4.7% | -3.0% | -5.6% |
| 30D | -8.7% | +4.3% | -13.0% | -10.6% |
| 3M | +2.8% | +5.4% | -2.6% | -0.1% |
| 6M | +23.1% | +8.2% | +14.9% | +17.5% |
| YTD | -17.3% | +14.1% | -31.4% | -23.4% |
| 1Y | -24.3% | +28.1% | -52.4% | -34.4% |
| 3Y | +34.9% | +25.3% | +9.7% | +11.9% |
| 5Y | +93.5% | +40.4% | +53.1% | +29.0% |
| All | +93.5% | +40.6% | +52.9% | +29.0% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 QSR 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