+1,003.9%
DXCM vs ARES
+1,196.0%
-192.1%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.0% | -1.0% | -1.7% |
| 7D | -3.2% | -1.7% | -1.5% | -2.7% |
| 30D | +6.3% | +0.3% | +6.1% | +6.1% |
| 3M | +21.1% | +8.5% | +12.6% | +17.2% |
| 6M | +20.6% | +23.5% | -2.9% | +10.3% |
| YTD | +32.4% | -11.2% | +43.7% | +34.8% |
| 1Y | +8.8% | -19.3% | +28.1% | +14.0% |
| 3Y | -13.7% | +48.7% | -62.4% | -29.8% |
| 5Y | -35.2% | +106.5% | -141.7% | -54.0% |
| 10Y | +281.8% | +1,055.3% | -773.5% | +67.8% |
| All | +1,003.9% | +1,196.0% | -192.1% | +368.5% |
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