+1,172.8%
ARES vs SM
-55.0%
+1,227.8%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -2.7% | +6.9% | +4.5% |
| 7D | +5.0% | -22.3% | +27.3% | +7.4% |
| 30D | +19.1% | -21.4% | +40.4% | +21.6% |
| 3M | +3.1% | +1.4% | +1.7% | +2.2% |
| 6M | +12.9% | +0.1% | +12.7% | +11.3% |
| YTD | -10.7% | +59.0% | -69.6% | -16.7% |
| 1Y | -5.5% | +64.3% | -69.9% | -12.3% |
| 3Y | +45.0% | -13.1% | +58.1% | +42.4% |
| 5Y | +87.4% | -13.9% | +101.3% | +80.8% |
| 10Y | +1,267.4% | +1.7% | +1,265.7% | +950.6% |
| All | +1,172.8% | -55.0% | +1,227.8% | +889.3% |
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