+36.1%
ARES vs TAP
-22.2%
+58.3%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.2% | -2.2% | +0.5% |
| 7D | +0.5% | +1.3% | -0.8% | +0.3% |
| 30D | +19.7% | +5.7% | +13.9% | +19.0% |
| 3M | -9.0% | -1.9% | -7.1% | -8.9% |
| 6M | +11.5% | +0.9% | +10.6% | +11.3% |
| YTD | -13.8% | -9.5% | -4.3% | -13.3% |
| 1Y | -5.6% | -9.0% | +3.4% | -5.2% |
| 3Y | +36.1% | -22.2% | +58.4% | +34.5% |
| All | +36.1% | -22.2% | +58.3% | +34.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling