+999.8%
ARES vs SM
+16.0%
+983.8%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.6% | -3.6% | -3.1% |
| 7D | -2.7% | -0.2% | -2.4% | -2.7% |
| 30D | -2.4% | +20.3% | -22.7% | -4.6% |
| 3M | +3.9% | +22.9% | -19.0% | +0.8% |
| 6M | +26.4% | +47.8% | -21.4% | +19.0% |
| YTD | -14.9% | +107.5% | -122.3% | -23.3% |
| 1Y | -20.4% | +51.7% | -72.1% | -25.8% |
| 3Y | +38.8% | -0.9% | +39.6% | +34.2% |
| 5Y | +97.0% | +112.2% | -15.3% | +73.6% |
| 10Y | +999.8% | +20.3% | +979.5% | +736.8% |
| All | +999.8% | +16.0% | +983.8% | +736.8% |
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