+1,101.7%
ARES vs RMBS
+534.0%
+567.7%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.2% | +4.2% | +1.9% |
| 7D | +0.5% | +10.3% | -9.9% | -2.6% |
| 30D | +19.7% | -10.7% | +30.4% | +22.0% |
| 3M | -9.0% | -17.2% | +8.2% | -6.0% |
| 6M | +11.5% | -39.0% | +50.6% | +22.7% |
| YTD | -13.8% | -10.5% | -3.3% | -20.8% |
| 1Y | -5.6% | -11.0% | +5.4% | -13.6% |
| 3Y | +36.1% | +31.3% | +4.8% | -3.7% |
| 5Y | +82.7% | +242.8% | -160.1% | -21.9% |
| All | +1,101.7% | +534.0% | +567.7% | +236.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RMBS.
Daily Out/Under-Performance
Portfolio return minus RMBS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMBS 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 RMBS 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