+1,121.7%
ARES vs STZ
+110.5%
+1,011.2%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.8% | +2.0% | +0.8% |
| 7D | +4.5% | +4.9% | -0.4% | +2.9% |
| 30D | +15.7% | +20.9% | -5.1% | +8.5% |
| 3M | -2.0% | +8.0% | -10.0% | -4.8% |
| 6M | +10.4% | -5.3% | +15.7% | +11.7% |
| YTD | -14.2% | +5.9% | -20.2% | -17.8% |
| 1Y | -7.8% | +14.2% | -22.0% | -14.1% |
| 3Y | +41.4% | -37.0% | +78.4% | +60.5% |
| 5Y | +83.7% | -29.7% | +113.4% | +100.0% |
| 10Y | +1,204.1% | +5.2% | +1,198.9% | +1,126.2% |
| All | +1,121.7% | +110.5% | +1,011.2% | +884.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling