+322.3%
ARES vs RVMD
+644.5%
-322.2%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.6% | -0.9% |
| 7D | -1.7% | +1.0% | -2.7% | -1.9% |
| 30D | +0.3% | +6.4% | -6.2% | -1.0% |
| 3M | +8.5% | +34.9% | -26.4% | +2.2% |
| 6M | +23.5% | +107.6% | -84.1% | +6.0% |
| YTD | -11.2% | +163.7% | -174.9% | -28.1% |
| 1Y | -19.3% | +439.2% | -458.5% | -43.5% |
| 3Y | +48.7% | +499.2% | -450.5% | -2.5% |
| 5Y | +106.5% | +621.7% | -515.2% | +20.0% |
| All | +322.3% | +644.5% | -322.2% | +118.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling