+106.6%
ARES vs URA
+128.0%
-21.4%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.8% | -1.8% | -1.2% |
| 7D | -1.7% | +1.1% | -2.7% | -2.0% |
| 30D | +0.3% | +7.4% | -7.1% | -2.3% |
| 3M | +8.5% | -8.4% | +16.9% | +11.0% |
| 6M | +23.5% | -12.7% | +36.2% | +27.2% |
| YTD | -11.2% | +7.8% | -19.0% | -15.9% |
| 1Y | -19.3% | +19.5% | -38.7% | -27.9% |
| 3Y | +48.7% | +116.4% | -67.8% | +0.7% |
| All | +106.6% | +128.0% | -21.4% | +32.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling