+1,172.8%
ARES vs SAN
+102.6%
+1,070.2%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +6.1% | -2.0% | +2.0% |
| 7D | +5.0% | +8.7% | -3.7% | +1.9% |
| 30D | +19.1% | -6.5% | +25.6% | +21.7% |
| 3M | +3.1% | -14.2% | +17.3% | +8.5% |
| 6M | +12.9% | +2.7% | +10.1% | +11.4% |
| YTD | -10.7% | +8.9% | -19.5% | -14.0% |
| 1Y | -5.5% | +23.4% | -28.9% | -13.0% |
| 3Y | +45.0% | +257.9% | -213.0% | -8.3% |
| 5Y | +87.4% | +297.8% | -210.4% | +11.8% |
| 10Y | +1,267.4% | +259.6% | +1,007.8% | +675.6% |
| All | +1,172.8% | +102.6% | +1,070.2% | +611.1% |
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 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