-20.4%
ARES vs SAN
+53.7%
-74.1%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.2% | -1.9% | -2.5% |
| 7D | -2.7% | -0.5% | -2.2% | -2.4% |
| 30D | -2.4% | -0.1% | -2.3% | -2.4% |
| 3M | +3.9% | +19.6% | -15.7% | -4.4% |
| 6M | +26.4% | +32.7% | -6.3% | +11.1% |
| YTD | -14.9% | +26.7% | -41.6% | -22.6% |
| 1Y | -20.4% | +51.6% | -72.1% | -32.9% |
| All | -20.4% | +53.7% | -74.1% | -32.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling