+293.4%
C vs ARES
+1,196.0%
-902.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.7% | +0.1% |
| 7D | +3.6% | -1.7% | +5.3% | +4.3% |
| 30D | +0.1% | +0.3% | -0.2% | -0.3% |
| 3M | +2.4% | +8.5% | -6.1% | -1.8% |
| 6M | +24.9% | +23.5% | +1.5% | +12.2% |
| YTD | +19.8% | -11.2% | +31.0% | +22.6% |
| 1Y | +44.9% | -19.3% | +64.1% | +53.6% |
| 3Y | +263.0% | +48.7% | +214.3% | +191.5% |
| 5Y | +129.5% | +106.5% | +23.0% | +54.5% |
| 10Y | +291.6% | +1,055.3% | -763.7% | +46.3% |
| All | +293.4% | +1,196.0% | -902.6% | +35.3% |
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