+2,761.7%
AVGO vs ARES
+971.5%
+1,790.2%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.8% | +1.8% | +0.2% |
| 7D | +1.0% | -7.7% | +8.7% | +4.5% |
| 30D | -13.3% | -8.7% | -4.6% | -10.0% |
| 3M | -2.9% | +2.8% | -5.7% | -5.1% |
| 6M | +5.7% | +23.1% | -17.3% | -5.8% |
| YTD | +4.6% | -17.3% | +21.9% | +10.0% |
| 1Y | -1.6% | -24.3% | +22.6% | +6.9% |
| 3Y | +336.2% | +34.9% | +301.3% | +269.3% |
| 5Y | +695.6% | +93.5% | +602.2% | +465.9% |
| All | +2,761.7% | +971.5% | +1,790.2% | +1,277.6% |
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