+1,029.6%
ARES vs TAP
-52.1%
+1,081.7%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.1% | +3.0% | 0.0% |
| 7D | -0.3% | -2.3% | +2.0% | +0.3% |
| 30D | +1.3% | -9.4% | +10.7% | +3.8% |
| 3M | +10.4% | -0.8% | +11.2% | +10.2% |
| 6M | +29.0% | -14.7% | +43.8% | +33.8% |
| YTD | -12.2% | -13.9% | +1.7% | -9.5% |
| 1Y | -18.4% | -18.6% | +0.2% | -14.9% |
| 3Y | +43.2% | -32.0% | +75.2% | +55.0% |
| 5Y | +102.6% | -1.0% | +103.6% | +91.3% |
| 10Y | +1,029.6% | -51.4% | +1,081.0% | +926.5% |
| All | +1,029.6% | -52.1% | +1,081.7% | +926.5% |
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