+1,101.7%
ARES vs RJF
+326.9%
+774.7%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.8% | +0.2% | +0.5% |
| 7D | +0.5% | +3.6% | -3.1% | -1.8% |
| 30D | +19.7% | +7.2% | +12.4% | +14.5% |
| 3M | -9.0% | -6.5% | -2.5% | -4.9% |
| 6M | +11.5% | +10.3% | +1.2% | +4.6% |
| YTD | -13.8% | +6.5% | -20.3% | -17.0% |
| 1Y | -5.6% | +6.1% | -11.7% | -8.9% |
| 3Y | +36.1% | +74.9% | -38.8% | -1.7% |
| 5Y | +82.7% | +81.3% | +1.3% | +29.0% |
| All | +1,101.7% | +326.9% | +774.7% | +435.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling