+961.2%
ARES vs VRSK
+126.1%
+835.1%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.6% | +0.7% |
| 7D | -6.1% | -5.2% | -0.9% | -3.5% |
| 30D | -7.5% | -2.3% | -5.2% | -6.6% |
| 3M | +0.1% | -2.9% | +3.0% | +0.3% |
| 6M | +30.3% | -12.8% | +43.1% | +37.4% |
| YTD | -16.6% | -20.8% | +4.2% | -7.4% |
| 1Y | -26.1% | -33.2% | +7.1% | -9.9% |
| 3Y | +36.4% | -26.6% | +63.0% | +50.6% |
| 5Y | +95.0% | -11.3% | +106.3% | +86.2% |
| All | +961.2% | +126.1% | +835.1% | +529.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VRSK.
Daily Out/Under-Performance
Portfolio return minus VRSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRSK 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 10y: compounded portfolio wealth divided by compounded VRSK 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…
10y analysis · Full analysis span regression · 6 months rolling