+1,560.6%
CIEN vs ARES
+1,196.0%
+364.7%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.0% | +2.1% | +1.5% |
| 7D | -15.2% | -1.7% | -13.5% | -14.7% |
| 30D | -21.5% | +0.3% | -21.8% | -21.7% |
| 3M | -40.1% | +8.5% | -48.5% | -42.3% |
| 6M | -6.6% | +23.5% | -30.0% | -15.5% |
| YTD | +37.3% | -11.2% | +48.5% | +38.3% |
| 1Y | +174.5% | -19.3% | +193.8% | +185.4% |
| 3Y | +562.3% | +48.7% | +513.6% | +455.4% |
| 5Y | +463.9% | +106.5% | +357.4% | +313.4% |
| 10Y | +1,302.4% | +1,055.3% | +247.0% | +550.5% |
| All | +1,560.6% | +1,196.0% | +364.7% | +619.2% |
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