+106.6%
ARES vs S
-71.4%
+178.0%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.4% | -1.4% | -1.1% |
| 7D | -1.7% | -7.7% | +6.0% | +0.3% |
| 30D | +0.3% | -5.3% | +5.6% | +1.3% |
| 3M | +8.5% | +20.3% | -11.8% | +2.6% |
| 6M | +23.5% | +47.4% | -23.9% | +9.8% |
| YTD | -11.2% | +32.5% | -43.8% | -18.9% |
| 1Y | -19.3% | +9.5% | -28.8% | -23.1% |
| 3Y | +48.7% | +15.5% | +33.1% | +33.5% |
| All | +106.6% | -71.4% | +178.0% | +129.9% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 5y: compounded portfolio wealth divided by compounded S 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…
5y analysis · Full analysis span regression · 6 months rolling