-18.4%
ARES vs RBA
-28.4%
+9.9%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.0% | +0.9% | -0.4% |
| 7D | -0.3% | -1.1% | +0.7% | 0.0% |
| 30D | +1.3% | -13.2% | +14.5% | +6.6% |
| 3M | +10.4% | -21.4% | +31.7% | +19.4% |
| 6M | +29.0% | -20.9% | +49.9% | +38.9% |
| YTD | -12.2% | -19.9% | +7.7% | -7.8% |
| 1Y | -18.4% | -28.7% | +10.2% | -4.7% |
| All | -18.4% | -28.4% | +9.9% | -4.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling