-6.9%
ARES vs SPYG
+10.8%
-17.7%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +1.3% | +4.9% | +5.0% |
| 7D | +10.5% | -2.8% | +13.3% | +13.2% |
| 30D | +16.8% | -6.2% | +23.0% | +23.7% |
| 3M | -3.2% | -3.6% | +0.4% | -0.3% |
| 6M | +16.4% | +4.8% | +11.7% | +10.6% |
| YTD | -12.4% | +11.0% | -23.4% | -20.0% |
| 1Y | -6.9% | +11.2% | -18.1% | -14.8% |
| All | -6.9% | +10.8% | -17.7% | -14.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 1y: compounded portfolio wealth divided by compounded SPYG 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…
1y analysis · Full analysis span regression · 6 months rolling