+999.8%
ARES vs STLA
+46.8%
+953.0%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.9% | -1.2% | -2.4% |
| 7D | -2.7% | +0.4% | -3.1% | -2.8% |
| 30D | -2.4% | -5.2% | +2.8% | -0.8% |
| 3M | +3.9% | -24.9% | +28.8% | +14.1% |
| 6M | +26.4% | -25.2% | +51.6% | +37.9% |
| YTD | -14.9% | -51.4% | +36.5% | +6.1% |
| 1Y | -20.4% | -40.7% | +20.3% | -9.3% |
| 3Y | +38.8% | -66.3% | +105.0% | +86.3% |
| 5Y | +97.0% | -63.2% | +160.2% | +148.3% |
| 10Y | +999.8% | +48.7% | +951.1% | +878.7% |
| All | +999.8% | +46.8% | +953.0% | +878.7% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA 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 STLA 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