+1,112.5%
ARES vs VRSK
+209.8%
+902.7%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.4% | -4.5% | -3.8% |
| 7D | -2.7% | -5.4% | +2.7% | -0.1% |
| 30D | -2.4% | -1.8% | -0.6% | -1.7% |
| 3M | +3.9% | -2.2% | +6.1% | +3.8% |
| 6M | +26.4% | -14.9% | +41.3% | +34.5% |
| YTD | -14.9% | -20.0% | +5.1% | -6.7% |
| 1Y | -20.4% | -33.1% | +12.7% | -4.5% |
| 3Y | +38.8% | -25.6% | +64.4% | +51.6% |
| 5Y | +97.0% | -10.1% | +107.1% | +89.8% |
| 10Y | +999.8% | +128.4% | +871.4% | +613.8% |
| All | +1,112.5% | +209.8% | +902.7% | +649.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling