+252.9%
DXCM vs ARES
+1,045.9%
-792.9%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -1.1% | -2.7% | -3.4% |
| 7D | -6.2% | -0.3% | -5.9% | -6.1% |
| 30D | -0.3% | +1.3% | -1.6% | -0.8% |
| 3M | +10.3% | +10.4% | 0.0% | +5.9% |
| 6M | +24.1% | +29.0% | -4.9% | +11.2% |
| YTD | +27.4% | -12.2% | +39.6% | +30.4% |
| 1Y | +8.4% | -18.4% | +26.8% | +13.4% |
| 3Y | -19.0% | +43.2% | -62.2% | -34.2% |
| 5Y | -38.6% | +102.6% | -141.2% | -57.5% |
| 10Y | +252.9% | +1,029.6% | -776.7% | +50.6% |
| All | +252.9% | +1,045.9% | -792.9% | +50.6% |
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