+268.6%
ARM vs ARES
+37.5%
+231.1%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +1.0% | -5.6% | -5.3% |
| 7D | +9.1% | +0.5% | +8.6% | +8.7% |
| 30D | -19.9% | +19.7% | -39.6% | -30.0% |
| 3M | -31.6% | -9.0% | -22.6% | -27.8% |
| 6M | -13.9% | +11.5% | -25.4% | -21.6% |
| YTD | +74.3% | -13.8% | +88.1% | +87.0% |
| 1Y | +35.8% | -5.6% | +41.4% | +33.8% |
| 3Y | +268.6% | +36.1% | +232.5% | +136.9% |
| All | +268.6% | +37.5% | +231.1% | +136.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling