+1,164.6%
ARES vs STLD
+1,593.4%
-428.8%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.6% | +0.6% | -0.5% |
| 7D | -1.7% | +3.1% | -4.8% | -2.7% |
| 30D | +0.3% | -9.0% | +9.3% | +2.9% |
| 3M | +8.5% | -12.4% | +20.8% | +12.5% |
| 6M | +23.5% | +25.5% | -2.0% | +13.8% |
| YTD | -11.2% | +43.6% | -54.8% | -21.9% |
| 1Y | -19.3% | +87.2% | -106.5% | -34.9% |
| 3Y | +48.7% | +135.2% | -86.6% | +10.3% |
| 5Y | +106.5% | +290.9% | -184.3% | +29.0% |
| 10Y | +1,055.3% | +1,113.5% | -58.1% | +411.4% |
| All | +1,164.6% | +1,593.4% | -428.8% | +448.2% |
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 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