+1,232.8%
ARES vs RACE
+647.6%
+585.2%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.9% | +0.9% | -0.1% |
| 7D | -1.7% | -2.5% | +0.8% | -0.5% |
| 30D | +0.3% | +0.8% | -0.5% | -0.1% |
| 3M | +8.5% | +17.2% | -8.7% | +0.8% |
| 6M | +23.5% | +13.6% | +9.9% | +15.8% |
| YTD | -11.2% | +12.2% | -23.4% | -16.6% |
| 1Y | -19.3% | -16.3% | -3.0% | -14.5% |
| 3Y | +48.7% | +36.4% | +12.2% | +21.0% |
| 5Y | +106.5% | +95.0% | +11.6% | +40.9% |
| 10Y | +1,055.3% | +813.2% | +242.1% | +431.0% |
| All | +1,232.8% | +647.6% | +585.2% | +516.5% |
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