+1,559.3%
ASML vs ARES
+1,100.6%
+458.7%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -3.3% | +0.9% | -0.8% |
| 7D | +10.4% | -0.3% | +10.7% | +10.6% |
| 30D | -12.7% | +15.3% | -28.0% | -19.1% |
| 3M | -17.2% | -5.4% | -11.8% | -15.7% |
| 6M | -1.3% | +10.0% | -11.3% | -7.7% |
| YTD | +40.8% | -14.7% | +55.5% | +46.5% |
| 1Y | +45.2% | -9.7% | +54.9% | +46.1% |
| 3Y | +131.8% | +35.8% | +96.0% | +80.3% |
| 5Y | +84.0% | +80.9% | +3.1% | +19.9% |
| All | +1,559.3% | +1,100.6% | +458.7% | +464.4% |
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