+97.0%
ARES vs SPYG
+83.9%
+13.1%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.4% | -2.7% | -2.6% |
| 7D | -2.7% | +0.3% | -3.0% | -3.0% |
| 30D | -2.4% | -1.7% | -0.7% | -0.4% |
| 3M | +3.9% | +3.6% | +0.3% | -0.5% |
| 6M | +26.4% | +16.6% | +9.8% | +5.3% |
| YTD | -14.9% | +13.4% | -28.3% | -26.4% |
| 1Y | -20.4% | +19.6% | -40.0% | -35.6% |
| 3Y | +38.8% | +99.8% | -61.0% | -38.3% |
| 5Y | +97.0% | +85.0% | +12.0% | -4.1% |
| All | +97.0% | +83.9% | +13.1% | -4.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling