+587.9%
CSCO vs ARES
+1,196.0%
-608.0%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.0% | +1.5% | +0.8% |
| 7D | -0.7% | -1.7% | +1.0% | -0.2% |
| 30D | -10.1% | +0.3% | -10.4% | -10.4% |
| 3M | -15.7% | +8.5% | -24.2% | -18.0% |
| 6M | +36.3% | +23.5% | +12.8% | +27.2% |
| YTD | +43.8% | -11.2% | +55.1% | +45.6% |
| 1Y | +63.9% | -19.3% | +83.2% | +69.5% |
| 3Y | +104.4% | +48.7% | +55.7% | +73.2% |
| 5Y | +111.4% | +106.5% | +4.8% | +58.3% |
| 10Y | +361.7% | +1,055.3% | -693.7% | +127.3% |
| All | +587.9% | +1,196.0% | -608.0% | +222.2% |
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