+239.3%
EQIX vs ARES
+971.5%
-732.2%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.8% | +0.9% | -1.1% |
| 7D | -1.6% | -7.7% | +6.1% | +0.6% |
| 30D | -0.4% | -8.7% | +8.4% | +2.1% |
| 3M | -0.9% | +2.8% | -3.8% | -2.4% |
| 6M | +8.1% | +23.1% | -14.9% | +0.3% |
| YTD | +35.7% | -17.3% | +52.9% | +40.2% |
| 1Y | +34.0% | -24.3% | +58.3% | +41.5% |
| 3Y | +41.4% | +34.9% | +6.5% | +21.1% |
| 5Y | +34.0% | +93.5% | -59.5% | -0.1% |
| All | +239.3% | +971.5% | -732.2% | +90.4% |
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