+899.7%
COST vs ARES
+1,196.0%
-296.3%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | -0.1% | -0.9% |
| 7D | -3.1% | -1.7% | -1.5% | -2.9% |
| 30D | -2.8% | +0.3% | -3.1% | -2.9% |
| 3M | -5.7% | +8.5% | -14.1% | -7.4% |
| 6M | -8.8% | +23.5% | -32.2% | -13.0% |
| YTD | +6.7% | -11.2% | +17.9% | +7.6% |
| 1Y | -3.6% | -19.3% | +15.6% | -1.4% |
| 3Y | +75.1% | +48.7% | +26.4% | +55.1% |
| 5Y | +108.9% | +106.5% | +2.4% | +70.1% |
| 10Y | +586.2% | +1,055.3% | -469.2% | +350.3% |
| All | +899.7% | +1,196.0% | -296.3% | +546.0% |
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