+183.5%
DAL vs ARES
+43.8%
+139.7%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +4.2% | +1.1% | +3.1% |
| 7D | +10.0% | +5.0% | +5.1% | +7.5% |
| 30D | +12.0% | +19.1% | -7.0% | +2.7% |
| 3M | +0.8% | +3.1% | -2.3% | -1.0% |
| 6M | +26.2% | +12.9% | +13.3% | +17.4% |
| YTD | +33.7% | -10.7% | +44.3% | +39.0% |
| 1Y | +57.6% | -5.5% | +63.1% | +57.7% |
| 3Y | +183.5% | +45.0% | +138.5% | +152.6% |
| All | +183.5% | +43.8% | +139.7% | +152.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling