+345.6%
AVGO vs ARES
+47.3%
+298.3%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -1.1% | +4.1% | +3.5% |
| 7D | -0.3% | -0.3% | 0.0% | -0.2% |
| 30D | -13.8% | +1.3% | -15.1% | -14.6% |
| 3M | -6.9% | +10.4% | -17.3% | -12.3% |
| 6M | +11.9% | +29.0% | -17.1% | -4.3% |
| YTD | +6.9% | -12.2% | +19.1% | +12.6% |
| 1Y | +7.4% | -18.4% | +25.9% | +17.8% |
| 3Y | +345.6% | +43.2% | +302.4% | +249.7% |
| All | +345.6% | +47.3% | +298.3% | +249.7% |
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 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