-6.9%
ARES vs RJF
+7.8%
-14.7%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +4.3% | +1.8% | +2.2% |
| 7D | +10.5% | +7.2% | +3.4% | +3.9% |
| 30D | +16.8% | +4.9% | +11.9% | +12.0% |
| 3M | -3.2% | -5.5% | +2.3% | +1.6% |
| 6M | +16.4% | +8.0% | +8.5% | +8.0% |
| YTD | -12.4% | +6.2% | -18.6% | -18.8% |
| 1Y | -6.9% | +7.8% | -14.7% | -14.3% |
| All | -6.9% | +7.8% | -14.7% | -14.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RJF.
Daily Out/Under-Performance
Portfolio return minus RJF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RJF 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 RJF 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