-24.3%
ARES vs RGEN
+39.1%
-63.4%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.2% | -2.6% | -2.7% |
| 7D | -7.7% | -2.9% | -4.8% | -7.0% |
| 30D | -8.7% | -0.1% | -8.7% | -8.8% |
| 3M | +2.8% | +25.9% | -23.1% | -3.4% |
| 6M | +23.1% | +35.2% | -12.2% | +12.6% |
| YTD | -17.3% | +0.5% | -17.8% | -20.7% |
| 1Y | -24.3% | +37.0% | -61.3% | -27.4% |
| All | -24.3% | +39.1% | -63.4% | -27.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RGEN.
Daily Out/Under-Performance
Portfolio return minus RGEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RGEN 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 RGEN 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