+43.2%
ARES vs RGEN
-0.1%
+43.2%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.6% | -1.6% | -1.2% |
| 7D | -0.3% | -0.9% | +0.5% | -0.1% |
| 30D | +1.3% | +2.8% | -1.5% | +0.5% |
| 3M | +10.4% | +34.5% | -24.1% | +1.3% |
| 6M | +29.0% | +40.5% | -11.4% | +16.6% |
| YTD | -12.2% | +2.8% | -15.0% | -14.2% |
| 1Y | -18.4% | +39.6% | -58.1% | -26.7% |
| 3Y | +43.2% | +4.4% | +38.8% | +42.9% |
| All | +43.2% | -0.1% | +43.2% | +42.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling