+36.1%
ARES vs STLD
+119.8%
-83.7%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.2% | +4.2% | +2.2% |
| 7D | +0.5% | +2.9% | -2.5% | -0.7% |
| 30D | +19.7% | -5.6% | +25.2% | +21.8% |
| 3M | -9.0% | -11.7% | +2.7% | -5.3% |
| 6M | +11.5% | -2.8% | +14.3% | +10.7% |
| YTD | -13.8% | +36.4% | -50.3% | -26.6% |
| 1Y | -5.6% | +50.0% | -55.6% | -23.1% |
| 3Y | +36.1% | +122.3% | -86.2% | -5.9% |
| All | +36.1% | +119.8% | -83.7% | -5.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling