-6.9%
ARES vs SARO
-7.8%
+0.9%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +1.9% | +4.2% | +5.4% |
| 7D | +10.5% | +15.8% | -5.2% | +4.8% |
| 30D | +16.8% | +22.2% | -5.4% | +8.6% |
| 3M | -3.2% | -16.2% | +13.0% | +2.5% |
| 6M | +16.4% | +4.6% | +11.8% | +13.0% |
| YTD | -12.4% | -10.4% | -2.0% | -9.9% |
| 1Y | -6.9% | -6.5% | -0.4% | -5.7% |
| All | -6.9% | -7.8% | +0.9% | -5.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SARO.
Daily Out/Under-Performance
Portfolio return minus SARO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SARO 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 SARO 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