-6.9%
ARES vs ROP
+10.4%
-17.3%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +3.9% | +2.2% | +4.4% |
| 7D | +10.5% | +11.7% | -1.2% | +5.7% |
| 30D | +16.8% | +35.5% | -18.6% | +3.5% |
| 3M | -3.2% | +25.6% | -28.9% | -11.8% |
| 6M | +16.4% | +39.3% | -22.8% | +1.4% |
| YTD | -12.4% | +11.6% | -24.0% | -21.7% |
| 1Y | -6.9% | +10.6% | -17.5% | -16.3% |
| All | -6.9% | +10.4% | -17.3% | -16.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 ROP 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