+1,089.9%
ARES vs TAP
-47.7%
+1,137.6%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.3% | -3.0% | -3.2% |
| 7D | -0.3% | -6.3% | +6.0% | +1.4% |
| 30D | +15.3% | +2.7% | +12.6% | +14.4% |
| 3M | -5.4% | -3.7% | -1.6% | -4.6% |
| 6M | +10.0% | -2.0% | +12.1% | +10.0% |
| YTD | -14.7% | -12.3% | -2.3% | -12.5% |
| 1Y | -9.7% | -10.1% | +0.4% | -8.3% |
| 3Y | +35.8% | -25.3% | +61.1% | +43.3% |
| 5Y | +80.9% | -1.9% | +82.8% | +71.1% |
| All | +1,089.9% | -47.7% | +1,137.6% | +1,062.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling