+1,029.6%
ARES vs URA
+371.9%
+657.7%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +3.1% | -4.2% | -2.2% |
| 7D | -0.3% | +8.1% | -8.4% | -3.0% |
| 30D | +1.3% | +5.8% | -4.5% | -0.9% |
| 3M | +10.4% | +3.4% | +6.9% | +8.4% |
| 6M | +29.0% | -2.6% | +31.6% | +27.9% |
| YTD | -12.2% | +11.2% | -23.4% | -17.8% |
| 1Y | -18.4% | +19.8% | -38.3% | -27.2% |
| 3Y | +43.2% | +121.5% | -78.3% | -2.8% |
| 5Y | +102.6% | +134.5% | -31.9% | +28.6% |
| 10Y | +1,029.6% | +376.7% | +652.9% | +339.5% |
| All | +1,029.6% | +371.9% | +657.7% | +339.5% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 URA 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