+1,164.6%
ARES vs STLA
+31.4%
+1,133.3%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.3% | -2.2% | -1.4% |
| 7D | -1.7% | +2.6% | -4.3% | -2.5% |
| 30D | +0.3% | -1.2% | +1.5% | +0.5% |
| 3M | +8.5% | -24.8% | +33.2% | +18.0% |
| 6M | +23.5% | -25.6% | +49.0% | +33.9% |
| YTD | -11.2% | -48.9% | +37.7% | +6.5% |
| 1Y | -19.3% | -38.8% | +19.5% | -9.9% |
| 3Y | +48.7% | -64.5% | +113.2% | +90.8% |
| 5Y | +106.5% | -62.4% | +169.0% | +153.9% |
| 10Y | +1,055.3% | +55.4% | +999.9% | +884.7% |
| All | +1,164.6% | +31.4% | +1,133.3% | +1,015.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling