-40.1%
AXON vs ARES
-2.5%
-37.6%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.2% | +0.2% | -18.4% | -18.3% |
| 7D | -26.8% | +4.5% | -31.4% | -29.1% |
| 30D | -22.9% | +15.7% | -38.7% | -31.3% |
| 3M | -40.1% | -2.0% | -38.1% | -36.3% |
| All | -40.1% | -2.5% | -37.6% | -36.3% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling