+98.5%
DAL vs ARES
+48.6%
+49.8%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.0% | +2.8% | +2.3% |
| 7D | +0.1% | -1.7% | +1.8% | +0.9% |
| 30D | -13.9% | +0.3% | -14.2% | -14.2% |
| 3M | +1.1% | +8.5% | -7.4% | -3.8% |
| 6M | +26.2% | +23.5% | +2.8% | +11.2% |
| YTD | +16.4% | -11.2% | +27.7% | +21.4% |
| 1Y | +33.9% | -19.3% | +53.1% | +46.7% |
| All | +98.5% | +48.6% | +49.8% | +60.6% |
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