-6.9%
ARES vs STLD
+59.7%
-66.5%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -3.0% | +9.2% | +6.9% |
| 7D | +10.5% | -3.9% | +14.5% | +11.6% |
| 30D | +16.8% | -0.4% | +17.2% | +16.7% |
| 3M | -3.2% | -9.2% | +6.0% | -0.8% |
| 6M | +16.4% | +5.0% | +11.5% | +12.9% |
| YTD | -12.4% | +42.8% | -55.2% | -22.4% |
| 1Y | -6.9% | +60.1% | -66.9% | -22.4% |
| All | -6.9% | +59.7% | -66.5% | -22.4% |
Cumulative growth
Daily Returns
Daily percentage return beside STLD.
Daily Out/Under-Performance
Portfolio return minus STLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLD 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 1y: compounded portfolio wealth divided by compounded STLD 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…
1y analysis · Full analysis span regression · 6 months rolling