+1,164.6%
ARES vs URA
+124.3%
+1,040.3%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -2.2% |
| 3M | +8.5% | -8.4% | +16.9% | +10.9% |
| 6M | +23.5% | -12.7% | +36.2% | +27.1% |
| YTD | -11.2% | +7.8% | -19.0% | -15.6% |
| 1Y | -19.3% | +19.5% | -38.7% | -27.2% |
| 3Y | +48.7% | +116.4% | -67.8% | +5.3% |
| 5Y | +106.5% | +134.3% | -27.8% | +37.1% |
| 10Y | +1,055.3% | +359.3% | +696.1% | +458.5% |
| All | +1,164.6% | +124.3% | +1,040.3% | +543.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling