+1,056.1%
ARES vs TRU
+243.6%
+812.5%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.1% | +0.9% | +0.9% |
| 7D | +0.5% | 0.0% | +0.4% | +0.5% |
| 30D | +19.7% | +21.3% | -1.6% | +8.9% |
| 3M | -9.0% | +0.2% | -9.2% | -9.7% |
| 6M | +11.5% | +22.4% | -10.8% | -0.3% |
| YTD | -13.8% | -4.8% | -9.0% | -13.8% |
| 1Y | -5.6% | -0.2% | -5.4% | -7.8% |
| 3Y | +36.1% | +57.9% | -21.8% | +4.5% |
| 5Y | +82.7% | -26.1% | +108.8% | +93.1% |
| 10Y | +1,101.7% | +184.8% | +916.9% | +805.4% |
| All | +1,056.1% | +243.6% | +812.5% | +759.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling