+1,029.6%
ARES vs RBA
+182.6%
+847.1%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.0% | +0.9% | -0.3% |
| 7D | -0.3% | -1.1% | +0.7% | +0.1% |
| 30D | +1.3% | -13.2% | +14.5% | +6.9% |
| 3M | +10.4% | -21.4% | +31.7% | +20.3% |
| 6M | +29.0% | -20.9% | +49.9% | +40.0% |
| YTD | -12.2% | -19.9% | +7.7% | -5.4% |
| 1Y | -18.4% | -28.7% | +10.2% | -8.0% |
| 3Y | +43.2% | +27.4% | +15.8% | +28.1% |
| 5Y | +102.6% | +41.7% | +60.9% | +68.8% |
| 10Y | +1,029.6% | +189.6% | +840.0% | +557.4% |
| All | +1,029.6% | +182.6% | +847.1% | +557.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA 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 10y: compounded portfolio wealth divided by compounded RBA 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…
10y analysis · Full analysis span regression · 6 months rolling