+19.3%
ARM vs ARES
-9.0%
+28.3%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +6.1% | -11.4% | -7.5% |
| 7D | -18.7% | +10.5% | -29.2% | -22.1% |
| 30D | -36.7% | +16.8% | -53.5% | -40.9% |
| 3M | -31.6% | -3.2% | -28.4% | -31.0% |
| 6M | -5.6% | +16.4% | -22.1% | -10.9% |
| YTD | +75.5% | -12.4% | +87.9% | +69.2% |
| 1Y | +19.3% | -6.9% | +26.2% | +12.4% |
| All | +19.3% | -9.0% | +28.3% | +12.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ARES.
Daily Out/Under-Performance
Portfolio return minus ARES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARES 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 1y: compounded portfolio wealth divided by compounded ARES 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…
1y analysis · Full analysis span regression · 6 months rolling