-6.9%
ARES vs TAP
+4.4%
-11.2%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +3.0% | +3.1% | +5.8% |
| 7D | +10.5% | +9.9% | +0.6% | +9.7% |
| 30D | +16.8% | +18.1% | -1.3% | +15.8% |
| 3M | -3.2% | +3.2% | -6.4% | -4.0% |
| 6M | +16.4% | +8.4% | +8.0% | +15.6% |
| YTD | -12.4% | -4.4% | -8.0% | -12.7% |
| 1Y | -6.9% | +3.2% | -10.1% | -8.2% |
| All | -6.9% | +4.4% | -11.2% | -8.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 1y: compounded portfolio wealth divided by compounded TAP 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…
1y analysis · Full analysis span regression · 6 months rolling