+636.5%
ARES vs TW
+301.3%
+335.2%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.8% | +0.2% | +0.6% |
| 7D | +0.5% | +3.9% | -3.5% | -1.1% |
| 30D | +19.7% | +19.9% | -0.3% | +11.0% |
| 3M | -9.0% | +25.9% | -34.9% | -17.6% |
| 6M | +11.5% | +21.1% | -9.6% | +1.8% |
| YTD | -13.8% | +23.9% | -37.7% | -23.2% |
| 1Y | -5.6% | +21.2% | -26.8% | -15.1% |
| 3Y | +36.1% | +44.8% | -8.7% | +10.8% |
| 5Y | +82.7% | +41.4% | +41.3% | +45.3% |
| All | +636.5% | +301.3% | +335.2% | +317.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 TW 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