+199.6%
ARM vs ARES
+40.6%
+159.1%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -21.7% |
| YTD | +74.3% | -13.8% | +88.1% | +86.8% |
| 1Y | +35.8% | -5.6% | +41.4% | +33.7% |
| 3Y | +268.6% | +36.1% | +232.5% | +136.1% |
| All | +199.6% | +40.6% | +159.1% | +86.5% |
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