-35.9%
DOW vs ARES
+97.0%
-132.9%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.1% | +2.5% | +0.2% |
| 7D | -6.0% | -2.7% | -3.3% | -5.4% |
| 30D | -2.7% | -2.4% | -0.4% | -2.4% |
| 3M | -10.5% | +3.9% | -14.4% | -12.1% |
| 6M | -12.4% | +26.4% | -38.8% | -20.0% |
| YTD | +30.0% | -14.9% | +44.9% | +34.6% |
| 1Y | +27.8% | -20.4% | +48.2% | +34.6% |
| 3Y | -34.9% | +38.8% | -73.7% | -44.6% |
| 5Y | -35.9% | +97.0% | -132.9% | -53.4% |
| All | -35.9% | +97.0% | -132.9% | -53.4% |
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