+3.9%
ARES vs UMAC
+473.8%
-469.8%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.5% | +3.2% | +0.9% |
| 7D | -6.1% | -3.4% | -2.7% | -6.0% |
| 30D | -7.5% | -15.1% | +7.6% | -7.2% |
| 3M | +0.1% | -10.8% | +10.9% | -0.1% |
| 6M | +30.3% | +15.7% | +14.6% | +27.6% |
| YTD | -16.6% | +80.1% | -96.8% | -19.9% |
| 1Y | -26.1% | +116.7% | -142.8% | -29.7% |
| All | +3.9% | +473.8% | -469.8% | -1.9% |
Cumulative growth
Daily Returns
Daily percentage return beside UMAC.
Daily Out/Under-Performance
Portfolio return minus UMAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMAC 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 UMAC 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