+999.8%
ARES vs SBAC
+78.4%
+921.4%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.0% | -2.0% | -2.7% |
| 7D | -2.7% | +0.2% | -2.8% | -2.7% |
| 30D | -2.4% | +3.9% | -6.2% | -3.6% |
| 3M | +3.9% | -8.2% | +12.1% | +6.7% |
| 6M | +26.4% | -2.8% | +29.2% | +25.3% |
| YTD | -14.9% | -1.5% | -13.3% | -16.3% |
| 1Y | -20.4% | 0.0% | -20.4% | -22.4% |
| 3Y | +38.8% | -8.4% | +47.2% | +33.5% |
| 5Y | +97.0% | -43.5% | +140.5% | +137.0% |
| 10Y | +999.8% | +86.9% | +912.9% | +1,061.2% |
| All | +999.8% | +78.4% | +921.4% | +1,061.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 10y: compounded portfolio wealth divided by compounded SBAC 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…
10y analysis · Full analysis span regression · 6 months rolling