-18.4%
ARES vs TAP
-19.0%
+0.5%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.1% | +3.0% | -1.2% |
| 7D | -0.3% | -2.3% | +2.0% | -0.4% |
| 30D | +1.3% | -9.4% | +10.7% | +0.9% |
| 3M | +10.4% | -0.8% | +11.2% | +10.6% |
| 6M | +29.0% | -14.7% | +43.8% | +27.0% |
| YTD | -12.2% | -13.9% | +1.7% | -12.6% |
| 1Y | -18.4% | -18.6% | +0.2% | -21.8% |
| All | -18.4% | -19.0% | +0.5% | -21.8% |
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