+79.9%
ARES vs STZ
-29.4%
+109.2%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.8% | +2.0% | +0.8% |
| 7D | +4.5% | +4.9% | -0.4% | +3.0% |
| 30D | +15.7% | +20.9% | -5.1% | +9.0% |
| 3M | -2.0% | +8.0% | -10.0% | -4.6% |
| 6M | +10.4% | -5.3% | +15.7% | +11.8% |
| YTD | -14.2% | +5.9% | -20.2% | -18.3% |
| 1Y | -7.8% | +14.2% | -22.0% | -14.9% |
| 3Y | +41.4% | -37.0% | +78.4% | +62.7% |
| All | +79.9% | -29.4% | +109.2% | +88.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling