+1,121.7%
ARES vs STT
+255.7%
+866.1%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | 0.0% | +0.1% |
| 7D | +4.5% | -2.5% | +7.0% | +5.9% |
| 30D | +15.7% | -5.0% | +20.7% | +18.7% |
| 3M | -2.0% | -10.5% | +8.5% | +3.5% |
| 6M | +10.4% | +10.0% | +0.4% | +4.9% |
| YTD | -14.2% | +30.7% | -44.9% | -25.3% |
| 1Y | -7.8% | +43.8% | -51.5% | -23.3% |
| 3Y | +41.4% | +168.1% | -126.7% | -12.2% |
| 5Y | +83.7% | +101.4% | -17.7% | +26.5% |
| 10Y | +1,204.1% | +211.3% | +992.8% | +588.2% |
| All | +1,121.7% | +255.7% | +866.1% | +551.5% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 STT 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