+82.7%
ARES vs REPL
-35.6%
+118.3%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +8.0% | -7.8% | 0.0% |
| 7D | +4.5% | +22.8% | -18.2% | +3.9% |
| 30D | +15.7% | +63.8% | -48.0% | +14.0% |
| 3M | -2.0% | +68.1% | -70.1% | -3.7% |
| 6M | +10.4% | +528.5% | -518.1% | +2.0% |
| YTD | -14.2% | +122.4% | -136.7% | -19.6% |
| 1Y | -7.8% | +154.4% | -162.1% | -14.1% |
| 3Y | +41.4% | +68.0% | -26.6% | +17.7% |
| All | +82.7% | -35.6% | +118.3% | +64.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling