+41.4%
ARES vs SAN
+235.5%
-194.1%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.2% | +2.4% | +1.2% |
| 7D | +4.5% | +4.9% | -0.4% | +2.5% |
| 30D | +15.7% | -13.0% | +28.7% | +22.5% |
| 3M | -2.0% | -18.9% | +16.9% | +6.9% |
| 6M | +10.4% | -4.1% | +14.6% | +11.8% |
| YTD | -14.2% | +2.6% | -16.8% | -15.9% |
| 1Y | -7.8% | +16.9% | -24.7% | -14.5% |
| 3Y | +41.4% | +239.1% | -197.7% | -10.1% |
| All | +41.4% | +235.5% | -194.1% | -10.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling