+1,164.6%
ARES vs RMBS
+617.5%
+547.1%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.3% | -2.3% | -1.3% |
| 7D | -1.7% | -0.3% | -1.3% | -1.6% |
| 30D | +0.3% | -12.2% | +12.4% | +3.6% |
| 3M | +8.5% | -49.5% | +58.0% | +29.0% |
| 6M | +23.5% | -7.1% | +30.6% | +17.5% |
| YTD | -11.2% | -7.0% | -4.2% | -16.4% |
| 1Y | -19.3% | +13.3% | -32.6% | -30.5% |
| 3Y | +48.7% | +49.2% | -0.6% | +8.1% |
| 5Y | +106.5% | +250.0% | -143.4% | +7.8% |
| 10Y | +1,055.3% | +495.1% | +560.2% | +375.1% |
| All | +1,164.6% | +617.5% | +547.1% | +411.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling