+961.2%
ARES vs TROW
+130.0%
+831.1%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.2% | +1.9% | +1.6% |
| 7D | -6.1% | -3.2% | -2.9% | -4.0% |
| 30D | -7.5% | -4.6% | -2.9% | -4.5% |
| 3M | +0.1% | -0.7% | +0.8% | 0.0% |
| 6M | +30.3% | +22.2% | +8.1% | +13.6% |
| YTD | -16.6% | +6.6% | -23.2% | -20.2% |
| 1Y | -26.1% | +5.8% | -31.9% | -28.8% |
| 3Y | +36.4% | +11.6% | +24.8% | +25.7% |
| 5Y | +95.0% | -38.9% | +133.9% | +153.1% |
| All | +961.2% | +130.0% | +831.1% | +620.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TROW.
Daily Out/Under-Performance
Portfolio return minus TROW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TROW 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 10y: compounded portfolio wealth divided by compounded TROW 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…
10y analysis · Full analysis span regression · 6 months rolling