+47.0%
DIS vs ARES
+1,196.0%
-1,149.0%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.0% | -0.8% | -1.4% |
| 7D | -2.6% | -1.7% | -0.9% | -2.1% |
| 30D | +3.5% | +0.3% | +3.2% | +3.2% |
| 3M | +6.8% | +8.5% | -1.7% | +3.2% |
| 6M | +3.0% | +23.5% | -20.5% | -5.5% |
| YTD | -6.7% | -11.2% | +4.5% | -5.1% |
| 1Y | -10.1% | -19.3% | +9.2% | -6.1% |
| 3Y | +33.0% | +48.7% | -15.6% | +10.1% |
| 5Y | -40.0% | +106.5% | -146.5% | -56.4% |
| 10Y | +21.1% | +1,055.3% | -1,034.3% | -40.9% |
| All | +47.0% | +1,196.0% | -1,149.0% | -30.5% |
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