+308.3%
DIA vs ARES
+1,188.6%
-880.2%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.1% | +1.6% | +0.8% |
| 7D | -1.6% | +0.8% | -2.4% | -1.8% |
| 30D | +1.3% | +16.7% | -15.4% | -2.9% |
| 3M | -2.1% | -2.6% | +0.6% | -1.6% |
| 6M | +6.2% | +13.0% | -6.7% | +2.0% |
| YTD | +10.3% | -11.7% | +22.1% | +11.9% |
| 1Y | +11.0% | -6.7% | +17.7% | +10.6% |
| 3Y | +60.4% | +40.5% | +19.9% | +38.6% |
| 5Y | +59.1% | +88.2% | -29.1% | +22.8% |
| 10Y | +237.1% | +1,131.0% | -893.9% | +72.6% |
| All | +308.3% | +1,188.6% | -880.2% | +102.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling