+1,119.4%
ARES vs RY
+380.1%
+739.3%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.9% | +0.6% | 0.0% |
| 7D | +4.9% | -1.1% | +6.0% | +5.9% |
| 30D | +13.6% | +4.4% | +9.1% | +9.9% |
| 3M | -3.3% | -2.9% | -0.4% | -1.0% |
| 6M | +11.0% | +15.6% | -4.6% | -0.8% |
| YTD | -14.4% | +21.8% | -36.2% | -26.5% |
| 1Y | -9.1% | +42.6% | -51.7% | -31.0% |
| 3Y | +37.1% | +160.9% | -123.8% | -34.5% |
| 5Y | +83.3% | +126.1% | -42.8% | -1.4% |
| 10Y | +1,201.6% | +371.7% | +829.8% | +351.8% |
| All | +1,119.4% | +380.1% | +739.3% | +306.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RY.
Daily Out/Under-Performance
Portfolio return minus RY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RY 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 RY 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