+2,273.4%
ASML vs ARES
+1,196.0%
+1,077.5%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.0% | +5.1% | +4.6% |
| 7D | +1.1% | -1.7% | +2.8% | +1.8% |
| 30D | +2.2% | +0.3% | +1.9% | +1.8% |
| 3M | -2.3% | +8.5% | -10.8% | -6.4% |
| 6M | +23.0% | +23.5% | -0.5% | +10.3% |
| YTD | +61.1% | -11.2% | +72.3% | +65.1% |
| 1Y | +129.1% | -19.3% | +148.4% | +142.9% |
| 3Y | +165.4% | +48.7% | +116.7% | +109.1% |
| 5Y | +109.5% | +106.5% | +2.9% | +42.0% |
| 10Y | +1,645.7% | +1,055.3% | +590.4% | +654.1% |
| All | +2,273.4% | +1,196.0% | +1,077.5% | +856.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling