+41.4%
ARES vs REPL
+48.4%
-7.0%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +8.0% | -7.8% | +0.1% |
| 7D | +4.5% | +22.8% | -18.2% | +4.3% |
| 30D | +15.7% | +63.8% | -48.0% | +15.0% |
| 3M | -2.0% | +68.1% | -70.1% | -2.7% |
| 6M | +10.4% | +528.5% | -518.1% | +7.3% |
| YTD | -14.2% | +122.4% | -136.7% | -16.2% |
| 1Y | -7.8% | +154.4% | -162.1% | -10.1% |
| 3Y | +41.4% | +68.0% | -26.6% | +33.3% |
| All | +41.4% | +48.4% | -7.0% | +33.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling