+1,164.6%
ARES vs VMC
+344.2%
+820.4%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.9% | -1.9% | -1.3% |
| 7D | -1.7% | -4.3% | +2.7% | +0.1% |
| 30D | +0.3% | -8.2% | +8.5% | +3.8% |
| 3M | +8.5% | -7.0% | +15.5% | +11.4% |
| 6M | +23.5% | -10.8% | +34.2% | +28.6% |
| YTD | -11.2% | -7.4% | -3.8% | -9.4% |
| 1Y | -19.3% | -9.5% | -9.8% | -16.8% |
| 3Y | +48.7% | +20.5% | +28.2% | +36.5% |
| 5Y | +106.5% | +51.6% | +55.0% | +74.1% |
| 10Y | +1,055.3% | +150.0% | +905.3% | +703.5% |
| All | +1,164.6% | +344.2% | +820.4% | +712.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 VMC 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