+1,150.8%
ARES vs TKO
+1,081.7%
+69.1%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +5.0% | -6.1% | -1.9% |
| 7D | -0.3% | +7.2% | -7.5% | -1.5% |
| 30D | +1.3% | +4.7% | -3.4% | +0.5% |
| 3M | +10.4% | -3.2% | +13.6% | +10.6% |
| 6M | +29.0% | -2.9% | +31.9% | +29.1% |
| YTD | -12.2% | -5.8% | -6.4% | -11.9% |
| 1Y | -18.4% | -1.1% | -17.4% | -18.9% |
| 3Y | +43.2% | +111.1% | -67.9% | +26.0% |
| 5Y | +102.6% | +315.6% | -213.0% | +60.9% |
| 10Y | +1,029.6% | +978.5% | +51.2% | +732.2% |
| All | +1,150.8% | +1,081.7% | +69.1% | +818.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TKO.
Daily Out/Under-Performance
Portfolio return minus TKO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TKO 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 TKO 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