-10.8%
DOW vs ARES
+654.7%
-665.5%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.0% | -2.1% | -2.7% |
| 7D | -2.4% | -1.7% | -0.7% | -1.8% |
| 30D | +0.4% | +0.3% | +0.1% | 0.0% |
| 3M | -14.4% | +8.5% | -22.9% | -18.1% |
| 6M | -7.0% | +23.5% | -30.4% | -17.2% |
| YTD | +30.2% | -11.2% | +41.4% | +32.5% |
| 1Y | +29.2% | -19.3% | +48.5% | +36.2% |
| 3Y | -36.7% | +48.7% | -85.4% | -51.9% |
| 5Y | -37.7% | +106.5% | -144.2% | -62.1% |
| All | -10.8% | +654.7% | -665.5% | -74.4% |
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 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