-9.0%
ARES vs STZ
+14.2%
-23.2%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.8% | +2.0% | +0.4% |
| 7D | +4.5% | +4.9% | -0.4% | +4.1% |
| 30D | +15.7% | +20.9% | -5.1% | +14.4% |
| 3M | -2.0% | +8.0% | -10.0% | -2.7% |
| 6M | +10.4% | -5.3% | +15.7% | +9.9% |
| YTD | -14.2% | +5.9% | -20.2% | -20.7% |
| All | -9.0% | +14.2% | -23.2% | -17.2% |
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