+247.2%
ARM vs ARES
+43.8%
+203.5%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -39.9% |
| 3M | -32.2% | +2.3% | -34.6% | -33.9% |
| 6M | -14.9% | +12.7% | -27.6% | -22.9% |
| YTD | +66.0% | -10.8% | +76.8% | +74.3% |
| 1Y | +17.2% | -5.3% | +22.5% | +16.3% |
| 3Y | +247.2% | +42.0% | +205.2% | +118.1% |
| All | +247.2% | +43.8% | +203.5% | +118.1% |
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