+1,148.2%
ARES vs STLD
+804.7%
+343.5%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.8% | -3.9% | -1.4% |
| 7D | +8.1% | -4.7% | +12.8% | +9.8% |
| 30D | +18.9% | -0.9% | +19.9% | +18.9% |
| 3M | +2.3% | -11.9% | +14.2% | +6.1% |
| 6M | +12.7% | +0.9% | +11.8% | +10.8% |
| YTD | -10.8% | +40.4% | -51.2% | -22.6% |
| 1Y | -5.3% | +56.6% | -61.9% | -21.2% |
| 3Y | +42.0% | +125.5% | -83.4% | +2.0% |
| 5Y | +88.3% | +292.8% | -204.5% | +8.5% |
| 10Y | +1,148.2% | +787.1% | +361.1% | +378.6% |
| All | +1,148.2% | +804.7% | +343.5% | +378.6% |
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