+1,171.2%
ARES vs TRMB
+40.7%
+1,130.6%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.2% | -0.2% |
| 7D | +8.1% | -16.6% | +24.7% | +15.2% |
| 30D | +18.9% | -8.9% | +27.8% | +22.0% |
| 3M | +2.3% | -6.3% | +8.7% | +3.5% |
| 6M | +12.7% | -10.0% | +22.7% | +15.5% |
| YTD | -10.8% | -30.1% | +19.4% | +2.1% |
| 1Y | -5.3% | -31.3% | +26.0% | +9.0% |
| 3Y | +42.0% | +30.8% | +11.2% | +26.8% |
| 5Y | +88.3% | -35.9% | +124.2% | +115.5% |
| 10Y | +1,148.2% | +101.7% | +1,046.5% | +931.3% |
| All | +1,171.2% | +40.7% | +1,130.6% | +992.8% |
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