-16.3%
DXCM vs ARES
+37.4%
-53.7%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +0.2% | -6.2% | -6.0% |
| 7D | -3.5% | +4.5% | -8.0% | -4.7% |
| 30D | -5.8% | +15.7% | -21.6% | -9.7% |
| 3M | -4.3% | -2.0% | -2.3% | -4.0% |
| 6M | +31.6% | +10.4% | +21.1% | +27.0% |
| YTD | +19.6% | -14.2% | +33.9% | +24.2% |
| 1Y | +36.9% | -7.8% | +44.6% | +38.0% |
| 3Y | -16.3% | +41.4% | -57.7% | -20.9% |
| All | -16.3% | +37.4% | -53.7% | -20.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling