+1,187.0%
ENTG vs ARES
+1,202.8%
-15.7%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.1% | -0.9% | -1.0% |
| 7D | -9.3% | +8.1% | -17.4% | -13.0% |
| 30D | -16.4% | +18.9% | -35.3% | -24.3% |
| 3M | -3.8% | +2.3% | -6.2% | -6.1% |
| 6M | -6.9% | +12.7% | -19.6% | -14.2% |
| YTD | +65.0% | -10.8% | +75.7% | +68.8% |
| 1Y | +61.7% | -5.3% | +67.0% | +60.3% |
| 3Y | +46.6% | +42.0% | +4.6% | +18.4% |
| 5Y | -2.7% | +88.3% | -91.0% | -32.1% |
| 10Y | +743.3% | +1,148.2% | -404.9% | +226.4% |
| All | +1,187.0% | +1,202.8% | -15.7% | +365.2% |
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