+1,304.8%
AXON vs ARES
+1,191.6%
+113.3%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.2% | +0.2% | -18.4% | -18.3% |
| 7D | -26.8% | +4.5% | -31.4% | -28.4% |
| 30D | -22.9% | +15.7% | -38.7% | -28.1% |
| 3M | -40.1% | -2.0% | -38.1% | -39.5% |
| 6M | -18.9% | +10.4% | -29.3% | -23.0% |
| YTD | -44.9% | -14.2% | -30.7% | -42.0% |
| 1Y | -46.7% | -7.8% | -38.9% | -46.0% |
| 3Y | +44.3% | +41.4% | +2.9% | +16.7% |
| 5Y | +71.4% | +83.7% | -12.3% | +18.5% |
| All | +1,304.8% | +1,191.6% | +113.3% | +362.7% |
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 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