+102.6%
ARES vs RGEN
-42.7%
+145.3%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.6% | -1.6% | -1.3% |
| 7D | -0.3% | -0.9% | +0.5% | -0.1% |
| 30D | +1.3% | +2.8% | -1.5% | +0.3% |
| 3M | +10.4% | +34.5% | -24.1% | -0.2% |
| 6M | +29.0% | +40.5% | -11.4% | +14.4% |
| YTD | -12.2% | +2.8% | -15.0% | -14.4% |
| 1Y | -18.4% | +39.6% | -58.1% | -28.3% |
| 3Y | +43.2% | +4.4% | +38.8% | +30.5% |
| 5Y | +102.6% | -42.8% | +145.3% | +92.5% |
| All | +102.6% | -42.7% | +145.3% | +92.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling