+961.2%
ARES vs TDY
+479.2%
+481.9%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.2% | -0.4% | +0.1% |
| 7D | -6.1% | -1.1% | -4.9% | -5.4% |
| 30D | -7.5% | -12.0% | +4.5% | -0.6% |
| 3M | +0.1% | -3.2% | +3.3% | +1.7% |
| 6M | +30.3% | -7.9% | +38.1% | +35.5% |
| YTD | -16.6% | +18.2% | -34.8% | -25.8% |
| 1Y | -26.1% | +6.7% | -32.8% | -30.3% |
| 3Y | +36.4% | +47.5% | -11.1% | +6.3% |
| 5Y | +95.0% | +39.5% | +55.5% | +56.9% |
| All | +961.2% | +479.2% | +481.9% | +420.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 TDY 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