+1,101.7%
ARES vs SWK
+18.1%
+1,083.6%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.2% | +0.8% | +0.9% |
| 7D | +0.5% | -1.4% | +1.8% | +1.1% |
| 30D | +19.7% | +25.5% | -5.8% | +8.1% |
| 3M | -9.0% | +11.8% | -20.8% | -13.6% |
| 6M | +11.5% | +48.7% | -37.1% | -7.2% |
| YTD | -13.8% | +57.2% | -71.0% | -31.0% |
| 1Y | -5.6% | +75.3% | -80.9% | -28.2% |
| 3Y | +36.1% | +51.9% | -15.8% | +5.1% |
| 5Y | +82.7% | -30.7% | +113.4% | +97.1% |
| All | +1,101.7% | +18.1% | +1,083.6% | +863.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SWK.
Daily Out/Under-Performance
Portfolio return minus SWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWK 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 10y: compounded portfolio wealth divided by compounded SWK 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…
10y analysis · Full analysis span regression · 6 months rolling