+1,251.4%
ARES vs QSR
+211.0%
+1,040.4%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.4% | +1.3% | -0.2% |
| 7D | -0.3% | +0.1% | -0.4% | -0.4% |
| 30D | +1.3% | +5.9% | -4.6% | -1.1% |
| 3M | +10.4% | +10.5% | -0.1% | +5.7% |
| 6M | +29.0% | +7.7% | +21.3% | +24.4% |
| YTD | -12.2% | +16.8% | -29.0% | -18.3% |
| 1Y | -18.4% | +30.9% | -49.3% | -27.7% |
| 3Y | +43.2% | +28.2% | +15.0% | +25.4% |
| 5Y | +102.6% | +45.0% | +57.6% | +67.6% |
| 10Y | +1,029.6% | +127.3% | +902.3% | +674.5% |
| All | +1,251.4% | +211.0% | +1,040.4% | +768.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling