+1,187.6%
ARES vs RACE
+658.9%
+528.7%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.5% | +1.7% | +0.9% |
| 7D | +4.5% | +5.1% | -0.5% | +2.3% |
| 30D | +15.7% | +7.7% | +8.1% | +12.0% |
| 3M | -2.0% | +2.2% | -4.2% | -3.0% |
| 6M | +10.4% | +23.8% | -13.3% | -0.1% |
| YTD | -14.2% | +13.9% | -28.1% | -20.0% |
| 1Y | -7.8% | +3.8% | -11.5% | -10.5% |
| 3Y | +41.4% | +28.0% | +13.3% | +19.0% |
| 5Y | +83.7% | +64.9% | +18.7% | +33.9% |
| 10Y | +1,204.1% | +780.4% | +423.7% | +503.5% |
| All | +1,187.6% | +658.9% | +528.7% | +491.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RACE.
Daily Out/Under-Performance
Portfolio return minus RACE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RACE 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 RACE 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