+174.6%
ARM vs ARES
+39.9%
+134.7%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +0.2% | +4.5% | +4.6% |
| 7D | -15.2% | +4.5% | -19.8% | -18.1% |
| 30D | -40.7% | +15.7% | -56.4% | -46.9% |
| 3M | -39.1% | -2.0% | -37.1% | -38.9% |
| 6M | -26.4% | +10.4% | -36.8% | -32.6% |
| YTD | +59.7% | -14.2% | +74.0% | +71.9% |
| 1Y | +10.3% | -7.8% | +18.1% | +10.8% |
| 3Y | +228.9% | +41.4% | +187.5% | +104.0% |
| All | +174.6% | +39.9% | +134.7% | +71.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling