+39.3%
ARES vs TRU
-2.1%
+41.4%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.8% | -2.3% | -2.7% |
| 7D | -2.7% | -6.5% | +3.8% | 0.0% |
| 30D | -2.4% | -2.5% | +0.1% | -1.5% |
| 3M | +3.9% | +10.4% | -6.4% | -1.0% |
| 6M | +26.4% | +1.6% | +24.7% | +24.3% |
| YTD | -14.9% | -9.7% | -5.2% | -12.6% |
| 1Y | -20.4% | -17.3% | -3.2% | -15.8% |
| All | +39.3% | -2.1% | +41.4% | +50.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling