+193.0%
ARM vs ARES
+45.8%
+147.2%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +4.2% | +2.5% | +3.9% |
| 7D | -5.3% | +5.0% | -10.3% | -8.5% |
| 30D | -30.0% | +19.1% | -49.1% | -38.5% |
| 3M | -34.1% | +3.1% | -37.1% | -36.1% |
| 6M | -12.6% | +12.9% | -25.5% | -21.0% |
| YTD | +70.4% | -10.7% | +81.1% | +78.6% |
| 1Y | +22.3% | -5.5% | +27.8% | +21.5% |
| 3Y | +261.2% | +45.0% | +216.2% | +121.1% |
| All | +193.0% | +45.8% | +147.2% | +78.3% |
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