+106.6%
ARES vs SAN
+381.6%
-275.0%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.2% | -0.6% |
| 7D | -1.7% | +1.8% | -3.4% | -2.5% |
| 30D | +0.3% | +2.0% | -1.7% | -0.7% |
| 3M | +8.5% | +19.7% | -11.3% | -0.3% |
| 6M | +23.5% | +30.6% | -7.2% | +8.5% |
| YTD | -11.2% | +28.8% | -40.1% | -21.7% |
| 1Y | -19.3% | +57.8% | -77.1% | -35.3% |
| 3Y | +48.7% | +338.1% | -289.5% | -26.9% |
| All | +106.6% | +381.6% | -275.0% | -9.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling