+1,121.7%
ARES vs SM
-53.7%
+1,175.4%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.0% | -0.8% | +0.1% |
| 7D | +4.5% | -25.9% | +30.5% | +7.5% |
| 30D | +15.7% | -15.1% | +30.9% | +17.2% |
| 3M | -2.0% | +4.9% | -6.9% | -3.2% |
| 6M | +10.4% | +6.1% | +4.3% | +8.3% |
| YTD | -14.2% | +63.4% | -77.7% | -20.3% |
| 1Y | -7.8% | +72.5% | -80.2% | -14.8% |
| 3Y | +41.4% | -16.9% | +58.3% | +39.4% |
| 5Y | +83.7% | -10.6% | +94.3% | +76.6% |
| 10Y | +1,204.1% | +11.3% | +1,192.8% | +895.8% |
| All | +1,121.7% | -53.7% | +1,175.4% | +847.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling