+1,121.7%
ARES vs STLD
+1,463.1%
-341.4%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.5% | -0.3% | +0.1% |
| 7D | +4.5% | -11.1% | +15.7% | +8.4% |
| 30D | +15.7% | -4.8% | +20.5% | +17.2% |
| 3M | -2.0% | -14.6% | +12.5% | +2.1% |
| 6M | +10.4% | -7.4% | +17.8% | +11.8% |
| YTD | -14.2% | +32.6% | -46.8% | -22.9% |
| 1Y | -7.8% | +47.3% | -55.1% | -19.9% |
| 3Y | +41.4% | +107.5% | -66.2% | +8.7% |
| 5Y | +83.7% | +268.8% | -185.2% | +16.8% |
| 10Y | +1,204.1% | +883.3% | +320.8% | +497.8% |
| All | +1,121.7% | +1,463.1% | -341.4% | +440.7% |
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