+82.8%
ARES vs RVMD
+425.4%
-342.6%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.3% | +3.3% | +1.4% |
| 7D | +0.5% | -10.4% | +10.9% | +2.5% |
| 30D | +19.7% | -11.0% | +30.6% | +21.8% |
| 3M | -9.0% | -14.7% | +5.7% | -6.8% |
| 6M | +11.5% | +14.9% | -3.4% | +7.4% |
| YTD | -13.8% | +116.3% | -130.1% | -28.2% |
| 1Y | -5.6% | +167.6% | -173.2% | -24.9% |
| 3Y | +36.1% | +776.8% | -740.7% | -16.7% |
| All | +82.8% | +425.4% | -342.6% | +4.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RVMD.
Daily Out/Under-Performance
Portfolio return minus RVMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVMD 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 5y: compounded portfolio wealth divided by compounded RVMD 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…
5y analysis · Full analysis span regression · 6 months rolling