-18.4%
ARES vs SM
+46.7%
-65.2%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +3.6% | -4.7% | -1.0% |
| 7D | -0.3% | -0.2% | -0.2% | -0.3% |
| 30D | +1.3% | +31.5% | -30.2% | +1.9% |
| 3M | +10.4% | +17.3% | -7.0% | +10.8% |
| 6M | +29.0% | +48.5% | -19.5% | +26.0% |
| YTD | -12.2% | +106.3% | -118.5% | -17.9% |
| 1Y | -18.4% | +47.3% | -65.7% | -22.4% |
| All | -18.4% | +46.7% | -65.2% | -22.4% |
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