+1,102.6%
ARES vs RUN
-31.9%
+1,134.5%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.5% | -0.9% |
| 7D | -1.7% | +1.3% | -2.9% | -1.9% |
| 30D | +0.3% | -15.3% | +15.5% | +2.2% |
| 3M | +8.5% | -40.0% | +48.5% | +15.0% |
| 6M | +23.5% | -27.0% | +50.4% | +26.9% |
| YTD | -11.2% | -51.7% | +40.5% | -5.0% |
| 1Y | -19.3% | -45.9% | +26.6% | -15.8% |
| 3Y | +48.7% | -43.8% | +92.4% | +32.1% |
| 5Y | +106.5% | -80.5% | +187.0% | +100.6% |
| 10Y | +1,055.3% | +45.3% | +1,010.1% | +771.5% |
| All | +1,102.6% | -31.9% | +1,134.5% | +803.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling