+961.2%
ARES vs SHAK
+87.2%
+874.0%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.2% | -2.4% | -0.1% |
| 7D | -6.1% | -8.3% | +2.2% | -3.9% |
| 30D | -7.5% | -12.6% | +5.1% | -4.3% |
| 3M | +0.1% | +9.1% | -9.0% | -2.9% |
| 6M | +30.3% | -31.2% | +61.5% | +39.6% |
| YTD | -16.6% | -21.6% | +5.0% | -14.0% |
| 1Y | -26.1% | -38.8% | +12.7% | -18.8% |
| 3Y | +36.4% | +0.6% | +35.8% | +25.1% |
| 5Y | +95.0% | -22.5% | +117.5% | +81.6% |
| All | +961.2% | +87.2% | +874.0% | +581.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SHAK.
Daily Out/Under-Performance
Portfolio return minus SHAK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHAK 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 SHAK 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