+1,164.6%
ARES vs USFR
+27.6%
+1,137.0%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.0% | -1.0% |
| 7D | -1.7% | +0.1% | -1.7% | -1.7% |
| 30D | +0.3% | +0.3% | 0.0% | +0.2% |
| 3M | +8.5% | +1.0% | +7.5% | +8.3% |
| 6M | +23.5% | +1.9% | +21.5% | +23.2% |
| YTD | -11.2% | +2.6% | -13.8% | -11.5% |
| 1Y | -19.3% | +4.0% | -23.3% | -19.8% |
| 3Y | +48.7% | +14.1% | +34.6% | +45.6% |
| 5Y | +106.5% | +20.4% | +86.1% | +100.3% |
| 10Y | +1,055.3% | +28.0% | +1,027.3% | +1,015.2% |
| All | +1,164.6% | +27.6% | +1,137.0% | +1,132.5% |
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