-11.9%
ARES vs SARO
-22.5%
+10.5%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.6% | -0.9% | 0.0% |
| 7D | -6.1% | -3.1% | -3.0% | -4.7% |
| 30D | -7.5% | -12.2% | +4.7% | -2.0% |
| 3M | +0.1% | -7.4% | +7.5% | +3.2% |
| 6M | +30.3% | -15.3% | +45.5% | +38.8% |
| YTD | -16.6% | -16.2% | -0.4% | -11.0% |
| 1Y | -26.1% | -12.1% | -14.0% | -23.5% |
| All | -11.9% | -22.5% | +10.5% | -12.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling