+961.2%
ARES vs USFR
+28.1%
+933.0%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.7% | +0.8% |
| 7D | -6.1% | +0.1% | -6.2% | -6.1% |
| 30D | -7.5% | +0.4% | -7.9% | -7.6% |
| 3M | +0.1% | +1.0% | -0.9% | -0.1% |
| 6M | +30.3% | +2.0% | +28.3% | +29.8% |
| YTD | -16.6% | +2.8% | -19.4% | -17.1% |
| 1Y | -26.1% | +4.1% | -30.2% | -26.9% |
| 3Y | +36.4% | +14.1% | +22.3% | +30.5% |
| 5Y | +95.0% | +20.6% | +74.4% | +81.8% |
| All | +961.2% | +28.1% | +933.0% | +1,007.3% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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