+214.2%
EMR vs ARES
+1,196.0%
-981.8%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.0% | +2.7% | +2.1% |
| 7D | -1.5% | -1.7% | +0.1% | -0.9% |
| 30D | -5.6% | +0.3% | -5.9% | -5.8% |
| 3M | +7.9% | +8.5% | -0.5% | +4.4% |
| 6M | +6.0% | +23.5% | -17.4% | -2.9% |
| YTD | +16.4% | -11.2% | +27.7% | +19.2% |
| 1Y | +16.6% | -19.3% | +35.9% | +22.9% |
| 3Y | +62.9% | +48.7% | +14.2% | +36.9% |
| 5Y | +60.1% | +106.5% | -46.4% | +16.7% |
| 10Y | +268.8% | +1,055.3% | -786.6% | +69.5% |
| All | +214.2% | +1,196.0% | -981.8% | +37.8% |
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 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