+36.1%
ARES vs STZ
-34.9%
+71.0%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.7% | +0.3% | +0.9% |
| 7D | +0.5% | +2.6% | -2.1% | 0.0% |
| 30D | +19.7% | +15.2% | +4.5% | +17.0% |
| 3M | -9.0% | +7.6% | -16.6% | -10.2% |
| 6M | +11.5% | +5.3% | +6.3% | +10.2% |
| YTD | -13.8% | +8.6% | -22.5% | -16.7% |
| 1Y | -5.6% | +15.6% | -21.2% | -9.9% |
| 3Y | +36.1% | -35.2% | +71.3% | +40.4% |
| All | +36.1% | -34.9% | +71.0% | +40.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling