+448.7%
AXP vs ARES
+1,191.6%
-742.9%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.2% | -1.4% | -1.3% |
| 7D | +0.6% | +4.5% | -4.0% | -1.6% |
| 30D | +5.8% | +15.7% | -9.9% | -1.5% |
| 3M | -6.0% | -2.0% | -4.0% | -5.6% |
| 6M | +0.3% | +10.4% | -10.1% | -5.9% |
| YTD | -12.3% | -14.2% | +2.0% | -8.7% |
| 1Y | -11.2% | -7.8% | -3.5% | -11.3% |
| 3Y | +117.0% | +41.4% | +75.6% | +71.3% |
| 5Y | +93.2% | +83.7% | +9.5% | +29.1% |
| All | +448.7% | +1,191.6% | -742.9% | +86.7% |
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