+1,164.6%
ARES vs RBA
+328.4%
+836.2%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.3% | -1.3% | -1.1% |
| 7D | -1.7% | -2.9% | +1.3% | -0.6% |
| 30D | +0.3% | -12.3% | +12.6% | +4.8% |
| 3M | +8.5% | -20.5% | +29.0% | +16.7% |
| 6M | +23.5% | -18.5% | +42.0% | +31.5% |
| YTD | -11.2% | -18.2% | +7.0% | -5.8% |
| 1Y | -19.3% | -27.5% | +8.2% | -10.7% |
| 3Y | +48.7% | +38.1% | +10.6% | +31.8% |
| 5Y | +106.5% | +44.8% | +61.7% | +76.3% |
| 10Y | +1,055.3% | +187.1% | +868.2% | +679.4% |
| All | +1,164.6% | +328.4% | +836.2% | +686.2% |
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