+1,101.7%
ARES vs STLA
-4.1%
+1,105.8%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.0% | +2.0% | +1.4% |
| 7D | +0.5% | -13.8% | +14.2% | +5.7% |
| 30D | +19.7% | -10.5% | +30.2% | +23.9% |
| 3M | -9.0% | -28.9% | +19.9% | +1.6% |
| 6M | +11.5% | -49.7% | +61.3% | +40.0% |
| YTD | -13.8% | -64.9% | +51.1% | +19.8% |
| 1Y | -5.6% | -64.0% | +58.4% | +29.4% |
| 3Y | +36.1% | -77.4% | +113.5% | +110.8% |
| 5Y | +82.7% | -74.4% | +157.1% | +160.3% |
| All | +1,101.7% | -4.1% | +1,105.8% | +1,204.6% |
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