+1,267.4%
ARES vs STLD
+779.4%
+488.0%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.1% | +2.1% | +3.4% |
| 7D | +5.0% | -9.7% | +14.6% | +8.7% |
| 30D | +19.1% | -4.5% | +23.6% | +20.7% |
| 3M | +3.1% | -13.1% | +16.2% | +7.4% |
| 6M | +12.9% | -2.8% | +15.6% | +12.4% |
| YTD | -10.7% | +35.3% | -46.0% | -21.5% |
| 1Y | -5.5% | +51.4% | -56.9% | -20.5% |
| 3Y | +45.0% | +117.9% | -72.9% | +5.2% |
| 5Y | +87.4% | +272.6% | -185.2% | +9.6% |
| 10Y | +1,267.4% | +782.2% | +485.2% | +408.2% |
| All | +1,267.4% | +779.4% | +488.0% | +408.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling