+248.5%
EMR vs ARES
+1,204.3%
-955.8%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +4.2% | +0.2% | +2.9% |
| 7D | +2.1% | +5.0% | -2.8% | +0.4% |
| 30D | +4.8% | +19.1% | -14.3% | -1.8% |
| 3M | +7.5% | +3.1% | +4.4% | +5.9% |
| 6M | +20.9% | +12.9% | +8.0% | +14.8% |
| YTD | +29.2% | -10.7% | +39.8% | +31.6% |
| 1Y | +33.0% | -5.5% | +38.5% | +32.5% |
| 3Y | +109.8% | +45.0% | +64.8% | +77.6% |
| 5Y | +91.9% | +87.4% | +4.6% | +44.3% |
| 10Y | +301.5% | +1,267.4% | -965.9% | +80.6% |
| All | +248.5% | +1,204.3% | -955.8% | +52.1% |
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