+1,078.7%
ARES vs TDY
+539.3%
+539.4%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.2% | -3.0% | -2.9% |
| 7D | -7.7% | -1.9% | -5.8% | -6.7% |
| 30D | -8.7% | -12.5% | +3.8% | -2.0% |
| 3M | +2.8% | -0.8% | +3.6% | +3.0% |
| 6M | +23.1% | -9.0% | +32.0% | +28.6% |
| YTD | -17.3% | +16.8% | -34.0% | -25.3% |
| 1Y | -24.3% | +9.5% | -33.8% | -29.3% |
| 3Y | +34.9% | +45.4% | -10.5% | +7.9% |
| 5Y | +93.5% | +37.8% | +55.7% | +59.4% |
| 10Y | +969.2% | +470.2% | +499.0% | +431.3% |
| All | +1,078.7% | +539.3% | +539.4% | +480.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling