+7.0%
DXCM vs ARES
-20.5%
+27.5%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.1% | +2.3% | -0.2% |
| 7D | -6.5% | -2.7% | -3.8% | -6.0% |
| 30D | -4.3% | -2.4% | -1.9% | -3.9% |
| 3M | +7.3% | +3.9% | +3.4% | +6.7% |
| 6M | +22.0% | +26.4% | -4.4% | +17.9% |
| YTD | +26.4% | -14.9% | +41.3% | +28.5% |
| 1Y | +7.0% | -20.4% | +27.4% | +4.9% |
| All | +7.0% | -20.5% | +27.5% | +4.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling