+1,089.9%
ARES vs SM
+18.2%
+1,071.7%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +5.2% | -8.5% | -3.9% |
| 7D | -0.3% | +10.6% | -10.9% | -1.5% |
| 30D | +15.3% | -15.0% | +30.3% | +16.9% |
| 3M | -5.4% | +1.7% | -7.0% | -6.3% |
| 6M | +10.0% | +5.9% | +4.2% | +7.7% |
| YTD | -14.7% | +79.0% | -93.7% | -22.3% |
| 1Y | -9.7% | +84.7% | -94.4% | -18.1% |
| 3Y | +35.8% | -3.5% | +39.3% | +31.3% |
| 5Y | +80.9% | +4.9% | +75.9% | +70.1% |
| All | +1,089.9% | +18.2% | +1,071.7% | +798.8% |
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