-6.9%
ARES vs STZ
+14.7%
-21.6%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +5.3% | +0.8% | +5.5% |
| 7D | +10.5% | +13.0% | -2.5% | +9.2% |
| 30D | +16.8% | +29.4% | -12.6% | +14.9% |
| 3M | -3.2% | +11.6% | -14.8% | -4.3% |
| 6M | +16.4% | -0.2% | +16.7% | +15.4% |
| YTD | -12.4% | +8.6% | -21.0% | -19.1% |
| 1Y | -6.9% | +15.9% | -22.8% | -14.6% |
| All | -6.9% | +14.7% | -21.6% | -14.6% |
Cumulative growth
Daily Returns
Daily percentage return beside STZ.
Daily Out/Under-Performance
Portfolio return minus STZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STZ 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 1y: compounded portfolio wealth divided by compounded STZ 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…
1y analysis · Full analysis span regression · 6 months rolling