+1,164.6%
ARES vs RGEN
+968.9%
+195.7%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.2% | +0.2% | -0.7% |
| 7D | -1.7% | -4.9% | +3.2% | -0.5% |
| 30D | +0.3% | +5.7% | -5.4% | -1.1% |
| 3M | +8.5% | +32.4% | -24.0% | +0.7% |
| 6M | +23.5% | +33.2% | -9.7% | +14.0% |
| YTD | -11.2% | +2.3% | -13.5% | -12.8% |
| 1Y | -19.3% | +39.0% | -58.3% | -26.8% |
| 3Y | +48.7% | -4.6% | +53.3% | +41.3% |
| 5Y | +106.5% | -42.7% | +149.2% | +108.9% |
| 10Y | +1,055.3% | +433.6% | +621.7% | +728.8% |
| All | +1,164.6% | +968.9% | +195.7% | +837.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling