+39.3%
ARES vs USFR
+14.0%
+25.2%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | 0.0% | -3.1% | -3.1% |
| 7D | -2.7% | +0.1% | -2.7% | -2.6% |
| 30D | -2.4% | +0.3% | -2.7% | -1.8% |
| 3M | +3.9% | +1.0% | +2.9% | +6.0% |
| 6M | +26.4% | +1.9% | +24.4% | +30.8% |
| YTD | -14.9% | +2.7% | -17.5% | -11.9% |
| 1Y | -20.4% | +4.0% | -24.4% | -17.6% |
| All | +39.3% | +14.0% | +25.2% | +62.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling