+36.1%
ARES vs RMBS
+32.1%
+4.1%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.2% | +4.2% | +1.7% |
| 7D | +0.5% | +10.3% | -9.9% | -1.7% |
| 30D | +19.7% | -10.7% | +30.4% | +21.4% |
| 3M | -9.0% | -17.2% | +8.2% | -6.7% |
| 6M | +11.5% | -39.0% | +50.6% | +20.0% |
| YTD | -13.8% | -10.5% | -3.3% | -19.3% |
| 1Y | -5.6% | -11.0% | +5.4% | -11.9% |
| 3Y | +36.1% | +31.3% | +4.8% | +1.2% |
| All | +36.1% | +32.1% | +4.1% | +1.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling