+80.9%
ARES vs TRU
-25.2%
+106.1%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.2% | -2.1% | -2.7% |
| 7D | -0.3% | -2.2% | +1.9% | +0.8% |
| 30D | +15.3% | +20.2% | -4.9% | +5.0% |
| 3M | -5.4% | +2.2% | -7.6% | -7.0% |
| 6M | +10.0% | +17.6% | -7.6% | -0.2% |
| YTD | -14.7% | -5.0% | -9.7% | -14.6% |
| 1Y | -9.7% | -1.0% | -8.7% | -11.6% |
| 3Y | +35.8% | +56.5% | -20.7% | +3.3% |
| 5Y | +80.9% | -26.2% | +107.1% | +117.3% |
| All | +80.9% | -25.2% | +106.1% | +117.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling