+678.3%
DELL vs ARES
+38.2%
+640.2%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.1% | +3.3% | +1.8% |
| 7D | +8.7% | -2.7% | +11.4% | +10.2% |
| 30D | +16.9% | -2.4% | +19.3% | +18.0% |
| 3M | +40.4% | +3.9% | +36.5% | +36.2% |
| 6M | +267.1% | +26.4% | +240.7% | +217.3% |
| YTD | +329.1% | -14.9% | +344.0% | +364.5% |
| 1Y | +346.9% | -20.4% | +367.3% | +400.8% |
| All | +678.3% | +38.2% | +640.2% | +552.6% |
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