+1,119.4%
ARES vs STLD
+1,456.0%
-336.7%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -7.6% | +5.3% | +0.1% |
| 7D | +4.9% | -12.5% | +17.4% | +9.2% |
| 30D | +13.6% | -6.8% | +20.4% | +15.8% |
| 3M | -3.3% | -16.4% | +13.1% | +1.5% |
| 6M | +11.0% | -6.1% | +17.1% | +11.9% |
| YTD | -14.4% | +32.0% | -46.4% | -23.0% |
| 1Y | -9.1% | +45.5% | -54.6% | -20.8% |
| 3Y | +37.1% | +106.5% | -69.4% | +5.6% |
| 5Y | +83.3% | +267.2% | -183.9% | +16.7% |
| 10Y | +1,201.6% | +878.9% | +322.7% | +497.4% |
| All | +1,119.4% | +1,456.0% | -336.7% | +440.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling