+1,171.2%
ARES vs STZ
+115.7%
+1,055.5%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | +8.1% | +5.3% | +2.8% | +6.3% |
| 30D | +18.9% | +19.6% | -0.7% | +11.9% |
| 3M | +2.3% | +10.0% | -7.6% | -1.2% |
| 6M | +12.7% | -0.3% | +13.0% | +12.0% |
| YTD | -10.8% | +8.6% | -19.3% | -15.2% |
| 1Y | -5.3% | +16.6% | -21.9% | -12.4% |
| 3Y | +42.0% | -34.8% | +76.8% | +59.3% |
| 5Y | +88.3% | -27.8% | +116.1% | +103.3% |
| 10Y | +1,148.2% | +12.5% | +1,135.7% | +1,060.3% |
| All | +1,171.2% | +115.7% | +1,055.5% | +916.1% |
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