-20.4%
ARES vs RL
+9.8%
-30.2%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -3.3% | +0.3% | -1.9% |
| 7D | -2.7% | -0.3% | -2.4% | -2.6% |
| 30D | -2.4% | -17.5% | +15.1% | +4.5% |
| 3M | +3.9% | -14.0% | +17.9% | +9.0% |
| 6M | +26.4% | -2.0% | +28.4% | +23.8% |
| YTD | -14.9% | -4.6% | -10.3% | -14.7% |
| 1Y | -20.4% | +9.5% | -29.9% | -24.0% |
| All | -20.4% | +9.8% | -30.2% | -24.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 RL 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