+1,150.8%
ARES vs SCCO
+1,034.2%
+116.6%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +4.9% | -6.0% | -2.7% |
| 7D | -0.3% | +3.4% | -3.8% | -1.5% |
| 30D | +1.3% | +6.6% | -5.3% | -1.2% |
| 3M | +10.4% | +24.5% | -14.1% | +1.8% |
| 6M | +29.0% | +16.5% | +12.5% | +20.1% |
| YTD | -12.2% | +52.1% | -64.3% | -27.0% |
| 1Y | -18.4% | +114.2% | -132.6% | -40.7% |
| 3Y | +43.2% | +207.4% | -164.3% | -12.0% |
| 5Y | +102.6% | +353.7% | -251.1% | +4.7% |
| 10Y | +1,029.6% | +1,144.5% | -114.9% | +288.9% |
| All | +1,150.8% | +1,034.2% | +116.6% | +332.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SCCO.
Daily Out/Under-Performance
Portfolio return minus SCCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCCO 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 SCCO 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