+1,164.6%
ARES vs RVTY
+220.7%
+943.9%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.3% | -0.7% | -0.8% |
| 7D | -1.7% | +1.1% | -2.8% | -2.2% |
| 30D | +0.3% | +13.2% | -12.9% | -5.1% |
| 3M | +8.5% | +27.2% | -18.8% | -3.0% |
| 6M | +23.5% | +32.4% | -8.9% | +8.1% |
| YTD | -11.2% | +34.9% | -46.1% | -22.8% |
| 1Y | -19.3% | +52.4% | -71.7% | -33.8% |
| 3Y | +48.7% | +12.3% | +36.4% | +33.2% |
| 5Y | +106.5% | -30.8% | +137.4% | +126.6% |
| 10Y | +1,055.3% | +150.7% | +904.7% | +692.5% |
| All | +1,164.6% | +220.7% | +943.9% | +752.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 RVTY 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