+108.6%
ASML vs ARES
+105.6%
+3.0%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.0% | +5.1% | +4.7% |
| 7D | +1.1% | -1.7% | +2.8% | +1.9% |
| 30D | +2.2% | +0.3% | +1.9% | +1.7% |
| 3M | -2.3% | +8.5% | -10.8% | -7.6% |
| 6M | +23.0% | +23.5% | -0.5% | +6.9% |
| YTD | +61.1% | -11.2% | +72.3% | +67.0% |
| 1Y | +129.1% | -19.3% | +148.4% | +148.7% |
| 3Y | +165.4% | +48.7% | +116.7% | +78.4% |
| All | +108.6% | +105.6% | +3.0% | +3.5% |
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