+1,131.0%
ARES vs SM
+10.6%
+1,120.4%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +5.6% | -6.6% | -1.7% |
| 7D | +0.8% | +0.3% | +0.4% | +0.7% |
| 30D | +16.7% | -17.3% | +34.0% | +18.7% |
| 3M | -2.6% | -3.6% | +1.0% | -3.0% |
| 6M | +13.0% | +2.9% | +10.1% | +10.9% |
| YTD | -11.7% | +70.2% | -81.9% | -19.1% |
| 1Y | -6.7% | +66.5% | -73.2% | -14.4% |
| 3Y | +40.5% | -8.2% | +48.7% | +36.6% |
| 5Y | +88.2% | -1.5% | +89.7% | +78.3% |
| 10Y | +1,131.0% | +11.9% | +1,119.1% | +833.0% |
| All | +1,131.0% | +10.6% | +1,120.4% | +833.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling