+961.2%
ARES vs ULTA
+132.3%
+828.9%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.1% | -1.3% | +0.2% |
| 7D | -6.1% | -3.1% | -3.0% | -5.2% |
| 30D | -7.5% | +2.8% | -10.3% | -8.4% |
| 3M | +0.1% | +14.8% | -14.7% | -4.3% |
| 6M | +30.3% | -16.2% | +46.5% | +35.5% |
| YTD | -16.6% | -9.6% | -7.0% | -15.3% |
| 1Y | -26.1% | +4.8% | -30.9% | -28.4% |
| 3Y | +36.4% | +30.7% | +5.7% | +19.6% |
| 5Y | +95.0% | +45.9% | +49.1% | +64.0% |
| All | +961.2% | +132.3% | +828.9% | +656.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ULTA.
Daily Out/Under-Performance
Portfolio return minus ULTA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ULTA 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 10y: compounded portfolio wealth divided by compounded ULTA 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…
10y analysis · Full analysis span regression · 6 months rolling