+803.5%
ENTG vs ARES
+1,100.6%
-297.1%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.3% | +2.7% | +1.3% |
| 7D | +22.8% | -0.3% | +23.1% | +23.1% |
| 30D | -4.9% | +15.3% | -20.2% | -13.4% |
| 3M | -4.8% | -5.4% | +0.6% | -3.1% |
| 6M | +5.6% | +10.0% | -4.4% | -2.5% |
| YTD | +82.4% | -14.7% | +97.1% | +91.7% |
| 1Y | +82.9% | -9.7% | +92.5% | +85.6% |
| 3Y | +62.1% | +35.8% | +26.3% | +28.6% |
| 5Y | +4.3% | +80.9% | -76.6% | -30.7% |
| All | +803.5% | +1,100.6% | -297.1% | +220.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling