-26.1%
ARES vs UMAC
+129.0%
-155.1%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.5% | +3.2% | +0.9% |
| 7D | -6.1% | -3.4% | -2.7% | -5.9% |
| 30D | -7.5% | -15.1% | +7.6% | -7.0% |
| 3M | +0.1% | -10.8% | +10.9% | -0.4% |
| 6M | +30.3% | +15.7% | +14.6% | +25.5% |
| YTD | -16.6% | +80.1% | -96.8% | -24.3% |
| 1Y | -26.1% | +116.7% | -142.8% | -35.3% |
| All | -26.1% | +129.0% | -155.1% | -35.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling