+1,150.8%
ARES vs ULTA
+536.1%
+614.8%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.6% | +1.5% | -0.4% |
| 7D | -0.3% | +0.7% | -1.0% | -0.5% |
| 30D | +1.3% | -2.8% | +4.1% | +1.8% |
| 3M | +10.4% | +18.7% | -8.3% | +4.9% |
| 6M | +29.0% | -15.0% | +44.0% | +33.3% |
| YTD | -12.2% | -9.2% | -3.0% | -11.0% |
| 1Y | -18.4% | +5.7% | -24.1% | -21.0% |
| 3Y | +43.2% | +32.8% | +10.4% | +26.3% |
| 5Y | +102.6% | +46.0% | +56.6% | +73.0% |
| 10Y | +1,029.6% | +125.5% | +904.1% | +712.7% |
| All | +1,150.8% | +536.1% | +614.8% | +729.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling