+1,157.4%
ARES vs TRMB
+45.1%
+1,112.3%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +3.2% | -4.3% | -2.4% |
| 7D | +0.8% | +4.1% | -3.4% | -1.0% |
| 30D | +16.7% | -5.1% | +21.8% | +17.5% |
| 3M | -2.6% | -2.6% | 0.0% | -3.2% |
| 6M | +13.0% | -2.7% | +15.6% | +12.0% |
| YTD | -11.7% | -27.9% | +16.2% | -0.4% |
| 1Y | -6.7% | -29.0% | +22.3% | +5.9% |
| 3Y | +40.5% | +35.0% | +5.5% | +23.8% |
| 5Y | +88.2% | -33.9% | +122.1% | +112.5% |
| 10Y | +1,131.0% | +106.1% | +1,024.8% | +904.9% |
| All | +1,157.4% | +45.1% | +1,112.3% | +966.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TRMB.
Daily Out/Under-Performance
Portfolio return minus TRMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRMB 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 TRMB 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