+1,067.3%
ARES vs RUN
-33.9%
+1,101.2%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.3% | -0.3% | +0.8% |
| 7D | +0.5% | -13.5% | +14.0% | +2.2% |
| 30D | +19.7% | +18.3% | +1.4% | +16.6% |
| 3M | -9.0% | -12.5% | +3.5% | -8.0% |
| 6M | +11.5% | -40.3% | +51.9% | +17.6% |
| YTD | -13.8% | -53.1% | +39.3% | -7.9% |
| 1Y | -5.6% | -54.3% | +48.7% | +0.9% |
| 3Y | +36.1% | -6.5% | +42.6% | +11.8% |
| 5Y | +82.7% | -85.3% | +168.0% | +83.5% |
| 10Y | +1,101.7% | +68.9% | +1,032.8% | +807.5% |
| All | +1,067.3% | -33.9% | +1,101.2% | +776.2% |
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