+48.4%
ARES vs RBA
+36.9%
+11.5%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.3% | -1.3% | -1.1% |
| 7D | -1.7% | -2.9% | +1.3% | -0.4% |
| 30D | +0.3% | -12.3% | +12.6% | +5.8% |
| 3M | +8.5% | -20.5% | +29.0% | +18.5% |
| 6M | +23.5% | -18.5% | +42.0% | +33.0% |
| YTD | -11.2% | -18.2% | +7.0% | -5.0% |
| 1Y | -19.3% | -27.5% | +8.2% | -8.6% |
| All | +48.4% | +36.9% | +11.5% | +36.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling