-23.6%
DIS vs ARES
+81.3%
-104.9%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.3% | +2.1% | +0.1% |
| 7D | +0.9% | -0.3% | +1.2% | +1.0% |
| 30D | +8.9% | +15.3% | -6.4% | +3.1% |
| 3M | +14.5% | -5.4% | +19.9% | +16.4% |
| 6M | +12.2% | +10.0% | +2.2% | +6.6% |
| YTD | +4.7% | -14.7% | +19.4% | +8.7% |
| 1Y | +2.8% | -9.7% | +12.5% | +3.8% |
| 3Y | +38.1% | +35.8% | +2.3% | +9.7% |
| 5Y | -23.6% | +80.9% | -104.5% | -49.8% |
| All | -23.6% | +81.3% | -104.9% | -49.8% |
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