-6.9%
ARES vs SITM
+47.5%
-54.4%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -9.4% | +15.5% | +6.4% |
| 7D | +10.5% | -19.5% | +30.1% | +11.2% |
| 30D | +16.8% | -43.2% | +60.0% | +19.4% |
| 3M | -3.2% | -30.8% | +27.6% | -2.4% |
| 6M | +16.4% | -28.6% | +45.0% | +16.2% |
| YTD | -12.4% | +14.2% | -26.6% | -14.6% |
| 1Y | -6.9% | +44.4% | -51.2% | -10.4% |
| All | -6.9% | +47.5% | -54.4% | -10.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 SITM 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