+756.1%
ARES vs REPL
-7.7%
+763.7%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.8% | +0.7% | -1.0% |
| 7D | -0.3% | -5.7% | +5.4% | -0.1% |
| 30D | +1.3% | +22.5% | -21.2% | +0.2% |
| 3M | +10.4% | +64.7% | -54.3% | +5.1% |
| 6M | +29.0% | +83.0% | -54.0% | +16.1% |
| YTD | -12.2% | +52.0% | -64.1% | -20.3% |
| 1Y | -18.4% | +144.5% | -163.0% | -31.0% |
| 3Y | +43.2% | -25.1% | +68.2% | +15.5% |
| 5Y | +102.6% | -52.9% | +155.5% | +66.8% |
| All | +756.1% | -7.7% | +763.7% | +434.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling