-6.9%
ARES vs REPL
+125.1%
-132.0%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +0.2% | +5.9% | +6.1% |
| 7D | +10.5% | +28.8% | -18.3% | +10.4% |
| 30D | +16.8% | +57.3% | -40.5% | +16.5% |
| 3M | -3.2% | +73.6% | -76.8% | -3.5% |
| 6M | +16.4% | +582.8% | -566.4% | +18.9% |
| YTD | -12.4% | +112.9% | -125.3% | -17.0% |
| 1Y | -6.9% | +130.7% | -137.5% | -14.6% |
| All | -6.9% | +125.1% | -132.0% | -14.6% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 REPL 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