+1,171.2%
ARES vs TAP
-9.2%
+1,180.5%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.3% | -0.4% | -0.2% |
| 7D | +8.1% | -4.5% | +12.6% | +9.4% |
| 30D | +18.9% | +7.5% | +11.5% | +16.8% |
| 3M | +2.3% | -4.9% | +7.2% | +3.4% |
| 6M | +12.7% | -3.5% | +16.2% | +13.2% |
| YTD | -10.8% | -11.4% | +0.7% | -8.9% |
| 1Y | -5.3% | -10.8% | +5.5% | -3.7% |
| 3Y | +42.0% | -24.5% | +66.5% | +48.7% |
| 5Y | +88.3% | +2.5% | +85.8% | +78.3% |
| 10Y | +1,148.2% | -47.6% | +1,195.8% | +1,117.0% |
| All | +1,171.2% | -9.2% | +1,180.5% | +1,196.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling