-26.1%
ARES vs TRU
-13.7%
-12.4%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.0% | -0.2% | +0.3% |
| 7D | -6.1% | -2.7% | -3.3% | -4.9% |
| 30D | -7.5% | -2.0% | -5.5% | -6.8% |
| 3M | +0.1% | +18.4% | -18.3% | -8.1% |
| 6M | +30.3% | +8.9% | +21.4% | +24.0% |
| YTD | -16.6% | -8.9% | -7.7% | -15.3% |
| 1Y | -26.1% | -15.9% | -10.2% | -24.5% |
| All | -26.1% | -13.7% | -12.4% | -24.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 1y: compounded portfolio wealth divided by compounded TRU 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…
1y analysis · Full analysis span regression · 6 months rolling