+64.1%
DIA vs ARES
+105.3%
-41.1%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.1% | 0.0% | -0.9% |
| 7D | +0.1% | -0.3% | +0.4% | +0.1% |
| 30D | -2.1% | +1.3% | -3.4% | -2.5% |
| 3M | +4.2% | +10.4% | -6.2% | +1.1% |
| 6M | +11.9% | +29.0% | -17.1% | +3.6% |
| YTD | +10.8% | -12.2% | +23.0% | +13.1% |
| 1Y | +17.5% | -18.4% | +36.0% | +21.8% |
| 3Y | +59.9% | +43.2% | +16.8% | +36.7% |
| 5Y | +64.1% | +102.6% | -38.5% | +20.8% |
| All | +64.1% | +105.3% | -41.1% | +20.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling