+1,148.2%
ARES vs SPY
+304.1%
+844.1%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.2% | +0.4% |
| 7D | +8.1% | -0.6% | +8.7% | +8.9% |
| 30D | +18.9% | -3.7% | +22.6% | +24.6% |
| 3M | +2.3% | -2.7% | +5.1% | +6.1% |
| 6M | +12.7% | +2.2% | +10.5% | +9.9% |
| YTD | -10.8% | +10.8% | -21.6% | -21.2% |
| 1Y | -5.3% | +11.2% | -16.6% | -16.8% |
| 3Y | +42.0% | +76.5% | -34.4% | -28.6% |
| 5Y | +88.3% | +72.9% | +15.3% | -0.5% |
| 10Y | +1,148.2% | +304.8% | +843.4% | +227.2% |
| All | +1,148.2% | +304.1% | +844.1% | +227.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 10y: compounded portfolio wealth divided by compounded SPY 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…
10y analysis · Full analysis span regression · 6 months rolling