+1,172.8%
ARES vs RVTY
+296.0%
+876.8%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +3.6% | +0.6% | +2.7% |
| 7D | +5.0% | +6.0% | -1.0% | +2.1% |
| 30D | +19.1% | +4.3% | +14.8% | +16.4% |
| 3M | +3.1% | +40.2% | -37.2% | -11.8% |
| 6M | +12.9% | +59.3% | -46.4% | -9.4% |
| YTD | -10.7% | +66.5% | -77.2% | -29.7% |
| 1Y | -5.5% | +77.5% | -83.0% | -27.9% |
| 3Y | +45.0% | +92.5% | -47.5% | +2.2% |
| 5Y | +87.4% | -6.8% | +94.2% | +79.6% |
| 10Y | +1,267.4% | +225.4% | +1,042.0% | +741.7% |
| All | +1,172.8% | +296.0% | +876.8% | +676.1% |
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