+34.8%
ARES vs TECK
+77.0%
-42.2%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -3.9% | +0.6% | -2.2% |
| 7D | -0.3% | +2.1% | -2.5% | -1.0% |
| 30D | +15.3% | -8.9% | +24.2% | +18.3% |
| 3M | -5.4% | -7.1% | +1.7% | -3.8% |
| 6M | +10.0% | -7.0% | +17.0% | +11.2% |
| YTD | -14.7% | +28.3% | -43.0% | -23.4% |
| 1Y | -9.7% | +40.6% | -50.2% | -21.6% |
| All | +34.8% | +77.0% | -42.2% | +1.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TECK.
Daily Out/Under-Performance
Portfolio return minus TECK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TECK 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 TECK 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