-26.1%
ARES vs RJF
+5.1%
-31.2%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.8% | +0.8% |
| 7D | -6.1% | -2.7% | -3.4% | -3.6% |
| 30D | -7.5% | -4.3% | -3.3% | -3.7% |
| 3M | +0.1% | +15.7% | -15.6% | -13.3% |
| 6M | +30.3% | +17.8% | +12.5% | +10.7% |
| YTD | -16.6% | +9.2% | -25.8% | -25.1% |
| 1Y | -26.1% | +2.8% | -28.9% | -29.3% |
| All | -26.1% | +5.1% | -31.2% | -29.3% |
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