+162.2%
ARM vs ARES
+39.6%
+122.5%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.1% | -2.3% | -10.8% | -11.6% |
| 7D | -27.1% | +4.9% | -32.0% | -29.8% |
| 30D | -44.9% | +13.6% | -58.5% | -50.0% |
| 3M | -39.3% | -3.3% | -36.0% | -38.6% |
| 6M | -20.2% | +11.0% | -31.2% | -27.1% |
| YTD | +52.5% | -14.4% | +66.9% | +64.3% |
| 1Y | +4.1% | -9.1% | +13.2% | +5.8% |
| 3Y | +211.7% | +37.1% | +174.6% | +98.1% |
| All | +162.2% | +39.6% | +122.5% | +64.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling