+1,164.6%
ARES vs SPY
+402.6%
+762.0%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.6% | -0.5% |
| 7D | -1.7% | +0.1% | -1.8% | -1.8% |
| 30D | +0.3% | +0.1% | +0.2% | +0.3% |
| 3M | +8.5% | +2.0% | +6.5% | +6.2% |
| 6M | +23.5% | +13.0% | +10.5% | +7.2% |
| YTD | -11.2% | +13.5% | -24.8% | -23.0% |
| 1Y | -19.3% | +20.0% | -39.3% | -34.3% |
| 3Y | +48.7% | +77.2% | -28.5% | -20.7% |
| 5Y | +106.5% | +81.9% | +24.7% | +10.0% |
| 10Y | +1,055.3% | +314.1% | +741.3% | +217.8% |
| All | +1,164.6% | +402.6% | +762.0% | +247.4% |
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