+388.0%
DELL vs ARES
+37.5%
+350.5%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | +1.0% | -8.2% | -7.7% |
| 7D | +4.9% | +0.5% | +4.4% | +4.5% |
| 30D | -32.1% | +19.7% | -51.7% | -38.6% |
| 3M | -30.2% | -9.0% | -21.3% | -27.4% |
| 6M | +41.7% | +11.5% | +30.2% | +31.4% |
| YTD | +176.6% | -13.8% | +190.4% | +196.4% |
| 1Y | +159.9% | -5.6% | +165.5% | +159.9% |
| 3Y | +388.0% | +36.1% | +351.9% | +281.7% |
| All | +388.0% | +37.5% | +350.5% | +281.7% |
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