+1,267.4%
ARES vs STLA
+21.0%
+1,246.4%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.2% | +4.4% | +4.3% |
| 7D | +5.0% | -6.4% | +11.3% | +7.4% |
| 30D | +19.1% | -1.3% | +20.4% | +19.2% |
| 3M | +3.1% | -19.9% | +23.0% | +10.4% |
| 6M | +12.9% | -42.9% | +55.7% | +35.7% |
| YTD | -10.7% | -59.4% | +48.8% | +18.3% |
| 1Y | -5.5% | -56.8% | +51.3% | +21.5% |
| 3Y | +45.0% | -73.1% | +118.1% | +111.4% |
| 5Y | +87.4% | -70.1% | +157.5% | +153.4% |
| 10Y | +1,267.4% | +19.8% | +1,247.6% | +1,046.9% |
| All | +1,267.4% | +21.0% | +1,246.4% | +1,046.9% |
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