+186.6%
AZN vs ARES
+1,181.8%
-995.3%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.1% | -0.5% | -1.5% |
| 7D | -1.5% | -0.3% | -1.2% | -1.4% |
| 30D | -0.9% | +1.3% | -2.1% | -1.1% |
| 3M | -11.8% | +10.4% | -22.2% | -13.3% |
| 6M | -17.6% | +29.0% | -46.6% | -20.9% |
| YTD | -12.0% | -12.2% | +0.1% | -11.3% |
| 1Y | -0.9% | -18.4% | +17.6% | +0.7% |
| 3Y | +23.7% | +43.2% | -19.5% | +12.4% |
| 5Y | +54.5% | +102.6% | -48.1% | +29.8% |
| 10Y | +218.2% | +1,029.6% | -811.5% | +112.3% |
| All | +186.6% | +1,181.8% | -995.3% | +85.4% |
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