+41.4%
ARES vs SM
-20.0%
+61.4%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.0% | -0.8% | 0.0% |
| 7D | +4.5% | -25.9% | +30.5% | +9.8% |
| 30D | +15.7% | -15.1% | +30.9% | +18.1% |
| 3M | -2.0% | +4.9% | -6.9% | -5.2% |
| 6M | +10.4% | +6.1% | +4.3% | +4.4% |
| YTD | -14.2% | +63.4% | -77.7% | -31.0% |
| 1Y | -7.8% | +72.5% | -80.2% | -27.4% |
| 3Y | +41.4% | -16.9% | +58.3% | +34.5% |
| All | +41.4% | -20.0% | +61.4% | +34.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling