+345.3%
AXP vs ARES
+1,196.0%
-850.7%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.0% | -0.1% | -0.7% |
| 7D | -2.1% | -1.7% | -0.4% | -1.4% |
| 30D | -6.5% | +0.3% | -6.8% | -6.8% |
| 3M | +4.6% | +8.5% | -3.8% | +0.2% |
| 6M | +5.4% | +23.5% | -18.1% | -5.4% |
| YTD | -11.1% | -11.2% | +0.1% | -9.0% |
| 1Y | -0.3% | -19.3% | +19.0% | +5.7% |
| 3Y | +111.6% | +48.7% | +62.9% | +70.7% |
| 5Y | +117.6% | +106.5% | +11.0% | +49.3% |
| 10Y | +474.1% | +1,055.3% | -581.2% | +141.1% |
| All | +345.3% | +1,196.0% | -850.7% | +82.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling