+1,157.4%
ARES vs SPY
+397.1%
+760.3%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.3% | -2.4% | -2.7% |
| 7D | +0.8% | -0.9% | +1.7% | +1.7% |
| 30D | +16.7% | -2.4% | +19.1% | +19.8% |
| 3M | -2.6% | -1.2% | -1.5% | -1.3% |
| 6M | +13.0% | +3.3% | +9.7% | +9.0% |
| YTD | -11.7% | +12.3% | -24.0% | -22.5% |
| 1Y | -6.7% | +12.4% | -19.1% | -18.2% |
| 3Y | +40.5% | +78.8% | -38.3% | -25.9% |
| 5Y | +88.2% | +75.2% | +13.1% | +4.1% |
| 10Y | +1,131.0% | +311.1% | +819.9% | +242.2% |
| All | +1,157.4% | +397.1% | +760.3% | +249.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling