+103.2%
ARES vs RJF
+107.4%
-4.2%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.0% | -0.1% | -0.3% |
| 7D | -0.3% | +1.8% | -2.1% | -1.8% |
| 30D | +1.3% | 0.0% | +1.3% | +1.2% |
| 3M | +10.4% | +18.0% | -7.6% | -3.7% |
| 6M | +29.0% | +17.0% | +12.0% | +13.4% |
| YTD | -12.2% | +11.1% | -23.3% | -19.5% |
| 1Y | -18.4% | +8.0% | -26.4% | -23.4% |
| 3Y | +43.2% | +73.3% | -30.1% | -5.8% |
| All | +103.2% | +107.4% | -4.2% | +18.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling