+104.8%
ARES vs ROP
-11.7%
+116.5%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.6% | +2.6% | +1.5% |
| 7D | -1.7% | -4.4% | +2.8% | +1.4% |
| 30D | +0.3% | +3.2% | -3.0% | -2.1% |
| 3M | +8.5% | +23.1% | -14.6% | -7.4% |
| 6M | +23.5% | +13.3% | +10.2% | +11.5% |
| YTD | -11.2% | -7.9% | -3.4% | -6.6% |
| 1Y | -19.3% | -22.1% | +2.8% | -3.3% |
| 3Y | +48.7% | -16.8% | +65.5% | +65.8% |
| All | +104.8% | -11.7% | +116.5% | +111.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling