+185.4%
ARM vs ARES
+45.6%
+139.8%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.1% | -2.5% | -2.5% |
| 7D | -10.4% | +8.1% | -18.5% | -15.0% |
| 30D | -31.8% | +18.9% | -50.8% | -40.0% |
| 3M | -32.2% | +2.3% | -34.6% | -34.0% |
| 6M | -14.9% | +12.7% | -27.6% | -22.9% |
| YTD | +66.0% | -10.8% | +76.8% | +74.1% |
| 1Y | +17.2% | -5.3% | +22.5% | +16.2% |
| 3Y | +247.2% | +42.0% | +205.2% | +116.2% |
| All | +185.4% | +45.6% | +139.8% | +73.9% |
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