+1,121.7%
ARES vs SAN
+90.9%
+1,030.9%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.2% | +2.4% | +1.0% |
| 7D | +4.5% | +4.9% | -0.4% | +2.8% |
| 30D | +15.7% | -13.0% | +28.7% | +21.3% |
| 3M | -2.0% | -18.9% | +16.9% | +5.2% |
| 6M | +10.4% | -4.1% | +14.6% | +11.7% |
| YTD | -14.2% | +2.6% | -16.8% | -15.7% |
| 1Y | -7.8% | +16.9% | -24.7% | -13.4% |
| 3Y | +41.4% | +239.1% | -197.7% | -8.8% |
| 5Y | +83.7% | +266.8% | -183.2% | +12.6% |
| 10Y | +1,204.1% | +246.0% | +958.1% | +653.1% |
| All | +1,121.7% | +90.9% | +1,030.9% | +597.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling