+88.8%
CSCO vs ARES
+83.4%
+5.5%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.2% | -2.1% | -2.0% |
| 7D | -10.2% | +4.5% | -14.7% | -11.2% |
| 30D | -20.1% | +15.7% | -35.8% | -23.1% |
| 3M | -22.1% | -2.0% | -20.1% | -22.0% |
| 6M | +3.2% | +10.4% | -7.2% | -0.2% |
| YTD | +24.1% | -14.2% | +38.3% | +26.7% |
| 1Y | +34.6% | -7.8% | +42.3% | +34.2% |
| 3Y | +90.0% | +41.4% | +48.6% | +62.1% |
| All | +88.8% | +83.4% | +5.5% | +41.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling