+999.8%
ARES vs SAN
+329.5%
+670.2%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.2% | -1.9% | -2.6% |
| 7D | -2.7% | -0.5% | -2.2% | -2.5% |
| 30D | -2.4% | -0.1% | -2.3% | -2.4% |
| 3M | +3.9% | +19.6% | -15.7% | -3.4% |
| 6M | +26.4% | +32.7% | -6.3% | +12.4% |
| YTD | -14.9% | +26.7% | -41.6% | -23.1% |
| 1Y | -20.4% | +51.6% | -72.1% | -33.2% |
| 3Y | +38.8% | +348.7% | -310.0% | -24.9% |
| 5Y | +97.0% | +378.7% | -281.8% | +1.0% |
| 10Y | +999.8% | +336.9% | +662.9% | +478.6% |
| All | +999.8% | +329.5% | +670.2% | +478.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SAN.
Daily Out/Under-Performance
Portfolio return minus SAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAN 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 10y: compounded portfolio wealth divided by compounded SAN 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…
10y analysis · Full analysis span regression · 6 months rolling