+1,148.2%
ARES vs SM
+4.2%
+1,144.0%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.4% | -1.6% | -0.3% |
| 7D | +8.1% | -19.5% | +27.6% | +10.5% |
| 30D | +18.9% | -20.2% | +39.1% | +21.5% |
| 3M | +2.3% | -6.5% | +8.8% | +2.3% |
| 6M | +12.7% | +1.6% | +11.2% | +10.8% |
| YTD | -10.8% | +61.2% | -72.0% | -17.7% |
| 1Y | -5.3% | +65.4% | -70.7% | -13.1% |
| 3Y | +42.0% | -13.0% | +55.1% | +39.0% |
| 5Y | +88.3% | -4.3% | +92.6% | +79.0% |
| 10Y | +1,148.2% | +3.0% | +1,145.2% | +854.1% |
| All | +1,148.2% | +4.2% | +1,144.0% | +854.1% |
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