+1,164.6%
ARES vs RJF
+544.3%
+620.4%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.6% | +0.6% | -0.1% |
| 7D | -1.7% | -0.6% | -1.1% | -1.3% |
| 30D | +0.3% | -1.3% | +1.5% | +0.9% |
| 3M | +8.5% | +18.9% | -10.4% | -2.0% |
| 6M | +23.5% | +15.0% | +8.4% | +13.9% |
| YTD | -11.2% | +12.2% | -23.4% | -16.8% |
| 1Y | -19.3% | +5.6% | -24.9% | -21.5% |
| 3Y | +48.7% | +74.9% | -26.2% | +10.6% |
| 5Y | +106.5% | +106.6% | -0.1% | +41.7% |
| 10Y | +1,055.3% | +433.1% | +622.3% | +417.1% |
| All | +1,164.6% | +544.3% | +620.4% | +465.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling