+91.7%
AXP vs ARES
+90.6%
+1.1%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +4.2% | -3.1% | -0.9% |
| 7D | -1.1% | +5.0% | -6.1% | -3.4% |
| 30D | +5.2% | +19.1% | -13.8% | -3.2% |
| 3M | -4.6% | +3.1% | -7.6% | -6.4% |
| 6M | +3.2% | +12.9% | -9.6% | -4.0% |
| YTD | -11.3% | -10.7% | -0.7% | -9.0% |
| 1Y | -11.0% | -5.5% | -5.5% | -11.6% |
| 3Y | +120.2% | +45.0% | +75.2% | +70.4% |
| 5Y | +91.7% | +87.4% | +4.3% | +29.1% |
| All | +91.7% | +90.6% | +1.1% | +29.1% |
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