+26.4%
AZN vs ARES
+34.3%
-8.0%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.8% | +4.5% | +1.8% |
| 7D | -3.1% | -7.7% | +4.6% | -3.0% |
| 30D | +0.6% | -8.7% | +9.3% | +0.7% |
| 3M | -10.8% | +2.8% | -13.6% | -10.9% |
| 6M | -18.1% | +23.1% | -41.2% | -18.7% |
| YTD | -12.3% | -17.3% | +5.0% | -11.7% |
| 1Y | -0.2% | -24.3% | +24.1% | +0.9% |
| All | +26.4% | +34.3% | -8.0% | +16.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling