+579.0%
AVGO vs ARES
+85.0%
+494.0%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -10.0% |
| 3M | -16.9% | -2.6% | -14.2% | -16.3% |
| 6M | -19.1% | +13.0% | -32.1% | -25.5% |
| YTD | +0.3% | -11.7% | +12.0% | +3.2% |
| 1Y | -1.2% | -6.7% | +5.5% | -1.7% |
| 3Y | +272.4% | +40.5% | +231.9% | +195.1% |
| 5Y | +579.0% | +88.2% | +490.8% | +327.5% |
| All | +579.0% | +85.0% | +494.0% | +327.5% |
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