+67.7%
ASML vs ARES
+81.8%
-14.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -2.3% | -7.0% | -8.1% |
| 7D | -19.0% | +4.9% | -23.9% | -21.3% |
| 30D | -25.9% | +13.6% | -39.5% | -31.3% |
| 3M | -19.1% | -3.3% | -15.7% | -18.5% |
| 6M | -5.7% | +11.0% | -16.7% | -12.9% |
| YTD | +27.6% | -14.4% | +42.0% | +33.9% |
| 1Y | +30.8% | -9.1% | +39.9% | +31.5% |
| 3Y | +116.2% | +37.1% | +79.1% | +52.4% |
| 5Y | +67.7% | +83.3% | -15.6% | -12.1% |
| All | +67.7% | +81.8% | -14.2% | -12.1% |
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