+1,150.8%
ARES vs RSG
+691.6%
+459.3%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.6% | -0.8% |
| 7D | -0.3% | -0.7% | +0.4% | +0.1% |
| 30D | +1.3% | +3.3% | -2.0% | -0.7% |
| 3M | +10.4% | +8.5% | +1.9% | +4.3% |
| 6M | +29.0% | -3.5% | +32.5% | +30.2% |
| YTD | -12.2% | +5.5% | -17.7% | -16.5% |
| 1Y | -18.4% | -1.7% | -16.7% | -19.0% |
| 3Y | +43.2% | +56.9% | -13.7% | +1.5% |
| 5Y | +102.6% | +89.4% | +13.2% | +25.3% |
| 10Y | +1,029.6% | +412.5% | +617.1% | +344.9% |
| All | +1,150.8% | +691.6% | +459.3% | +397.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RSG.
Daily Out/Under-Performance
Portfolio return minus RSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSG 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 RSG 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