+43.2%
ARES vs RUN
-35.6%
+78.7%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +3.7% | -4.8% | -1.4% |
| 7D | -0.3% | +10.2% | -10.5% | -1.1% |
| 30D | +1.3% | -9.6% | +10.9% | +2.0% |
| 3M | +10.4% | -31.5% | +41.9% | +12.9% |
| 6M | +29.0% | -18.7% | +47.7% | +30.1% |
| YTD | -12.2% | -49.9% | +37.7% | -9.1% |
| 1Y | -18.4% | -45.5% | +27.1% | -16.2% |
| 3Y | +43.2% | -34.1% | +77.3% | +34.4% |
| All | +43.2% | -35.6% | +78.7% | +34.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 3y: compounded portfolio wealth divided by compounded RUN 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…
3y analysis · Full analysis span regression · 6 months rolling