+1,171.2%
ARES vs ROP
+272.2%
+899.0%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.6% | -0.7% | -0.5% |
| 7D | +8.1% | +0.2% | +7.9% | +8.0% |
| 30D | +18.9% | +30.3% | -11.4% | +1.1% |
| 3M | +2.3% | +17.8% | -15.4% | -7.8% |
| 6M | +12.7% | +38.9% | -26.2% | -9.3% |
| YTD | -10.8% | +7.6% | -18.4% | -16.1% |
| 1Y | -5.3% | +6.5% | -11.8% | -10.5% |
| 3Y | +42.0% | -6.3% | +48.3% | +44.8% |
| 5Y | +88.3% | +0.9% | +87.4% | +82.4% |
| 10Y | +1,148.2% | +180.7% | +967.5% | +687.7% |
| All | +1,171.2% | +272.2% | +899.0% | +719.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling