+1,089.9%
ARES vs ROP
+183.9%
+906.0%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | 0.0% | -3.4% | -3.4% |
| 7D | -0.3% | -2.7% | +2.3% | +1.4% |
| 30D | +15.3% | +29.7% | -14.4% | -3.2% |
| 3M | -5.4% | +21.2% | -26.6% | -17.2% |
| 6M | +10.0% | +48.3% | -38.2% | -17.1% |
| YTD | -14.7% | +8.4% | -23.1% | -20.6% |
| 1Y | -9.7% | +6.0% | -15.7% | -14.7% |
| 3Y | +35.8% | -5.6% | +41.4% | +38.0% |
| 5Y | +80.9% | +1.3% | +79.6% | +73.6% |
| All | +1,089.9% | +183.9% | +906.0% | +706.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling