+106.6%
ARES vs SM
+107.8%
-1.2%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.5% | +1.5% | -0.4% |
| 7D | -1.7% | +0.1% | -1.8% | -1.7% |
| 30D | +0.3% | +26.3% | -26.0% | -4.8% |
| 3M | +8.5% | +8.7% | -0.2% | +5.5% |
| 6M | +23.5% | +51.7% | -28.2% | +9.0% |
| YTD | -11.2% | +99.0% | -110.3% | -27.2% |
| 1Y | -19.3% | +34.6% | -53.9% | -27.4% |
| 3Y | +48.7% | -7.8% | +56.4% | +40.4% |
| All | +106.6% | +107.8% | -1.2% | +69.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling