-19.3%
ARES vs SM
+36.8%
-56.0%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.1% | +2.1% | -1.0% |
| 7D | -1.7% | -0.5% | -1.2% | -1.7% |
| 30D | +0.3% | +25.6% | -25.3% | +0.7% |
| 3M | +8.5% | +8.0% | +0.4% | +8.9% |
| 6M | +23.5% | +50.8% | -27.3% | +19.3% |
| YTD | -11.2% | +97.9% | -109.1% | -17.2% |
| 1Y | -19.3% | +33.8% | -53.1% | -23.6% |
| All | -19.3% | +36.8% | -56.0% | -23.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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