+82.7%
ARES vs URA
+33.4%
+49.3%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +4.4% | -4.2% | -1.3% |
| 7D | +4.5% | -4.1% | +8.7% | +6.0% |
| 30D | +15.7% | -19.0% | +34.8% | +24.1% |
| 3M | -2.0% | -25.1% | +23.1% | +7.6% |
| 6M | +10.4% | -44.5% | +54.9% | +33.9% |
| YTD | -14.2% | -24.3% | +10.1% | -9.0% |
| 1Y | -7.8% | -28.1% | +20.4% | -0.7% |
| 3Y | +41.4% | +40.7% | +0.7% | +7.1% |
| All | +82.7% | +33.4% | +49.3% | +27.2% |
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