-6.9%
ARES vs SM
+70.4%
-77.2%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -15.3% | +21.4% | +4.9% |
| 7D | +10.5% | -21.5% | +32.0% | +8.7% |
| 30D | +16.8% | -11.4% | +28.2% | +15.6% |
| 3M | -3.2% | +0.6% | -3.8% | -3.8% |
| 6M | +16.4% | +0.2% | +16.2% | +15.4% |
| YTD | -12.4% | +69.7% | -82.1% | -22.9% |
| 1Y | -6.9% | +71.6% | -78.4% | -17.7% |
| All | -6.9% | +70.4% | -77.2% | -17.7% |
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