+36.4%
ARES vs TEVA
+280.8%
-244.4%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.0% | -1.3% | +0.4% |
| 7D | -6.1% | +2.0% | -8.1% | -6.4% |
| 30D | -7.5% | +1.0% | -8.5% | -7.7% |
| 3M | +0.1% | +7.3% | -7.2% | -1.4% |
| 6M | +30.3% | +21.7% | +8.5% | +25.1% |
| YTD | -16.6% | +18.8% | -35.5% | -19.8% |
| 1Y | -26.1% | +86.5% | -112.6% | -35.0% |
| 3Y | +36.4% | +269.4% | -233.0% | +1.5% |
| All | +36.4% | +280.8% | -244.4% | +1.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TEVA.
Daily Out/Under-Performance
Portfolio return minus TEVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEVA 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 TEVA 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