+663.3%
EW vs ARES
+1,204.3%
-541.1%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +4.2% | -1.7% | +1.4% |
| 7D | +12.3% | +5.0% | +7.3% | +10.8% |
| 30D | +22.9% | +19.1% | +3.8% | +17.3% |
| 3M | +16.7% | +3.1% | +13.6% | +15.4% |
| 6M | +31.0% | +12.9% | +18.1% | +25.7% |
| YTD | +22.8% | -10.7% | +33.5% | +23.9% |
| 1Y | +25.6% | -5.5% | +31.1% | +24.4% |
| 3Y | +62.0% | +45.0% | +17.0% | +35.4% |
| 5Y | -12.8% | +87.4% | -100.2% | -34.7% |
| 10Y | +239.8% | +1,267.4% | -1,027.6% | +63.7% |
| All | +663.3% | +1,204.3% | -541.1% | +256.4% |
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 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