+1,164.6%
ARES vs RY
+393.1%
+771.6%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.7% | -0.3% | -0.4% |
| 7D | -1.7% | +3.1% | -4.8% | -4.0% |
| 30D | +0.3% | -0.3% | +0.6% | +0.4% |
| 3M | +8.5% | +8.7% | -0.2% | +1.5% |
| 6M | +23.5% | +28.5% | -5.1% | +1.5% |
| YTD | -11.2% | +25.1% | -36.3% | -25.4% |
| 1Y | -19.3% | +46.3% | -65.6% | -39.9% |
| 3Y | +48.7% | +154.9% | -106.3% | -28.0% |
| 5Y | +106.5% | +140.3% | -33.8% | +6.2% |
| 10Y | +1,055.3% | +377.0% | +678.3% | +294.2% |
| All | +1,164.6% | +393.1% | +771.6% | +312.8% |
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