+307.4%
DIA vs ARES
+1,204.3%
-896.9%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +4.2% | -2.0% | +1.1% |
| 7D | +0.8% | +5.0% | -4.2% | -0.5% |
| 30D | +1.4% | +19.1% | -17.7% | -3.3% |
| 3M | -2.7% | +3.1% | -5.8% | -3.8% |
| 6M | +6.2% | +12.9% | -6.6% | +2.0% |
| YTD | +10.1% | -10.7% | +20.8% | +11.3% |
| 1Y | +13.0% | -5.5% | +18.6% | +12.2% |
| 3Y | +61.9% | +45.0% | +16.9% | +38.7% |
| 5Y | +57.1% | +87.4% | -30.3% | +21.4% |
| 10Y | +240.9% | +1,267.4% | -1,026.5% | +72.5% |
| All | +307.4% | +1,204.3% | -896.9% | +101.8% |
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 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