+384.5%
DXCM vs ARES
+1,112.4%
-727.9%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.0% | +1.4% | +2.0% |
| 7D | +4.9% | +0.5% | +4.5% | +4.7% |
| 30D | -0.2% | +19.7% | -19.8% | -6.6% |
| 3M | -8.9% | -9.0% | +0.1% | -6.0% |
| 6M | +42.3% | +11.5% | +30.7% | +35.1% |
| YTD | +25.6% | -13.8% | +39.4% | +29.0% |
| 1Y | +39.5% | -5.6% | +45.1% | +38.1% |
| 3Y | -15.3% | +36.1% | -51.4% | -29.9% |
| 5Y | -48.4% | +82.7% | -131.1% | -63.4% |
| All | +384.5% | +1,112.4% | -727.9% | +123.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling