+424.9%
AXP vs ARES
+1,145.7%
-720.8%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.1% | +1.0% | +0.4% |
| 7D | -2.9% | +0.8% | -3.6% | -3.2% |
| 30D | +3.7% | +16.7% | -13.0% | -3.9% |
| 3M | -4.9% | -2.6% | -2.3% | -4.2% |
| 6M | +4.1% | +13.0% | -8.9% | -3.4% |
| YTD | -11.7% | -11.7% | +0.1% | -9.4% |
| 1Y | -11.7% | -6.7% | -5.0% | -12.2% |
| 3Y | +116.5% | +40.5% | +76.0% | +71.2% |
| 5Y | +89.5% | +88.2% | +1.3% | +24.8% |
| 10Y | +424.9% | +1,131.0% | -706.1% | +79.3% |
| All | +424.9% | +1,145.7% | -720.8% | +79.3% |
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 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