+1,078.1%
ARES vs TRU
+228.6%
+849.5%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.8% | +1.7% | +0.2% |
| 7D | -0.3% | -7.2% | +6.9% | +3.1% |
| 30D | +1.3% | -2.8% | +4.1% | +2.5% |
| 3M | +10.4% | +13.0% | -2.7% | +3.2% |
| 6M | +29.0% | +0.7% | +28.3% | +27.0% |
| YTD | -12.2% | -9.0% | -3.2% | -9.8% |
| 1Y | -18.4% | -16.3% | -2.1% | -13.4% |
| 3Y | +43.2% | -1.1% | +44.2% | +34.7% |
| 5Y | +102.6% | -36.0% | +138.6% | +129.4% |
| 10Y | +1,029.6% | +139.9% | +889.7% | +787.7% |
| All | +1,078.1% | +228.6% | +849.5% | +799.4% |
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