+1,121.7%
ARES vs RBA
+379.6%
+742.1%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.3% | +1.5% | +0.7% |
| 7D | +4.5% | +4.3% | +0.3% | +3.1% |
| 30D | +15.7% | +16.3% | -0.6% | +9.7% |
| 3M | -2.0% | +1.3% | -3.3% | -2.8% |
| 6M | +10.4% | -11.1% | +21.5% | +14.1% |
| YTD | -14.2% | -8.5% | -5.8% | -12.6% |
| 1Y | -7.8% | -2.1% | -5.6% | -8.2% |
| 3Y | +41.4% | +44.6% | -3.2% | +23.1% |
| 5Y | +83.7% | +36.8% | +46.8% | +58.9% |
| 10Y | +1,204.1% | +227.3% | +976.8% | +742.7% |
| All | +1,121.7% | +379.6% | +742.1% | +629.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling