+276.6%
AVGO vs ARES
+40.9%
+235.7%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.1% | +5.1% | +4.5% |
| 7D | +6.1% | +0.8% | +5.3% | +5.9% |
| 30D | -2.7% | +16.7% | -19.4% | -9.8% |
| 3M | -16.9% | -2.6% | -14.2% | -16.2% |
| 6M | -19.1% | +13.0% | -32.1% | -25.3% |
| YTD | +0.3% | -11.7% | +12.0% | +5.2% |
| 1Y | -1.2% | -6.7% | +5.5% | -0.3% |
| All | +276.6% | +40.9% | +235.7% | +207.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling