+345.1%
AXP vs ARES
+1,149.6%
-804.5%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.3% | 0.0% | -1.3% |
| 7D | +0.4% | +4.9% | -4.5% | -1.7% |
| 30D | +7.0% | +13.6% | -6.5% | +1.3% |
| 3M | -6.6% | -3.3% | -3.3% | -5.7% |
| 6M | +3.5% | +11.0% | -7.6% | -2.3% |
| YTD | -11.2% | -14.4% | +3.2% | -7.9% |
| 1Y | -10.2% | -9.1% | -1.0% | -9.5% |
| 3Y | +120.0% | +37.1% | +82.9% | +83.5% |
| 5Y | +95.6% | +83.3% | +12.2% | +40.7% |
| 10Y | +468.1% | +1,201.6% | -733.4% | +138.4% |
| All | +345.1% | +1,149.6% | -804.5% | +84.9% |
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