+75.5%
ASML vs ARES
+83.4%
-7.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +0.2% | +4.8% | +4.9% |
| 7D | -9.0% | +4.5% | -13.6% | -11.4% |
| 30D | -21.0% | +15.7% | -36.7% | -27.4% |
| 3M | -16.3% | -2.0% | -14.3% | -16.3% |
| 6M | -7.5% | +10.4% | -17.9% | -14.3% |
| YTD | +34.0% | -14.2% | +48.2% | +40.4% |
| 1Y | +39.3% | -7.8% | +47.0% | +38.8% |
| 3Y | +128.9% | +41.4% | +87.5% | +57.9% |
| All | +75.5% | +83.4% | -7.9% | -7.7% |
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