+102.6%
ARES vs USFR
+20.5%
+82.1%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.1% | -1.0% |
| 7D | -0.3% | +0.1% | -0.4% | -0.2% |
| 30D | +1.3% | +0.3% | +1.0% | +2.2% |
| 3M | +10.4% | +1.0% | +9.4% | +13.3% |
| 6M | +29.0% | +1.9% | +27.1% | +35.4% |
| YTD | -12.2% | +2.7% | -14.8% | -6.7% |
| 1Y | -18.4% | +4.0% | -22.5% | -11.4% |
| 3Y | +43.2% | +14.0% | +29.1% | +92.1% |
| 5Y | +102.6% | +20.4% | +82.2% | +234.1% |
| All | +102.6% | +20.5% | +82.1% | +234.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling