-6.7%
ARES vs REPL
+147.5%
-154.2%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -6.4% | +5.4% | -1.1% |
| 7D | +0.8% | +5.3% | -4.5% | +0.7% |
| 30D | +16.7% | +66.6% | -49.9% | +16.4% |
| 3M | -2.6% | +59.6% | -62.2% | -2.9% |
| 6M | +13.0% | +482.4% | -469.4% | +14.2% |
| YTD | -11.7% | +124.1% | -135.8% | -17.0% |
| 1Y | -6.7% | +138.6% | -145.2% | -11.6% |
| All | -6.7% | +147.5% | -154.2% | -11.6% |
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