+148.9%
ARES vs S
-52.7%
+201.6%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.6% | -1.4% | -0.2% |
| 7D | +4.5% | -13.4% | +18.0% | +8.1% |
| 30D | +15.7% | -14.0% | +29.7% | +19.5% |
| 3M | -2.0% | +4.9% | -6.9% | -4.6% |
| 6M | +10.4% | +42.0% | -31.6% | -1.2% |
| YTD | -14.2% | +45.1% | -59.4% | -24.0% |
| 1Y | -7.8% | +33.1% | -40.8% | -16.9% |
| 3Y | +41.4% | +40.6% | +0.8% | +20.7% |
| 5Y | +83.7% | -67.5% | +151.1% | +91.6% |
| All | +148.9% | -52.7% | +201.6% | +149.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling