+983.2%
ARES vs RMBS
+571.6%
+411.5%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.9% | -3.9% | -3.3% |
| 7D | -2.7% | +3.5% | -6.1% | -3.7% |
| 30D | -2.4% | -8.6% | +6.2% | 0.0% |
| 3M | +3.9% | -40.3% | +44.2% | +19.5% |
| 6M | +26.4% | -1.0% | +27.4% | +16.6% |
| YTD | -14.9% | -4.6% | -10.3% | -21.4% |
| 1Y | -20.4% | +17.6% | -38.0% | -34.0% |
| 3Y | +38.8% | +58.6% | -19.9% | -7.1% |
| 5Y | +97.0% | +270.9% | -174.0% | -14.8% |
| All | +983.2% | +571.6% | +411.5% | +217.2% |
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