+1,157.4%
ARES vs USFR
+28.7%
+1,128.7%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.1% | -1.1% |
| 7D | +0.8% | +0.1% | +0.7% | +0.8% |
| 30D | +16.7% | +0.4% | +16.3% | +16.7% |
| 3M | -2.6% | +1.1% | -3.7% | -2.8% |
| 6M | +13.0% | +2.1% | +10.9% | +12.7% |
| YTD | -11.7% | +3.4% | -15.2% | -12.1% |
| 1Y | -6.7% | +4.1% | -10.8% | -7.2% |
| 3Y | +40.5% | +14.4% | +26.1% | +37.6% |
| 5Y | +88.2% | +21.4% | +66.8% | +82.4% |
| 10Y | +1,131.0% | +28.5% | +1,102.4% | +1,087.2% |
| All | +1,157.4% | +28.7% | +1,128.7% | +1,124.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling