+658.2%
EW vs ARES
+1,202.8%
-544.6%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.5% | -0.6% |
| 7D | +9.3% | +8.1% | +1.1% | +7.0% |
| 30D | +22.1% | +18.9% | +3.1% | +16.6% |
| 3M | +13.0% | +2.3% | +10.7% | +12.0% |
| 6M | +30.1% | +12.7% | +17.4% | +24.9% |
| YTD | +22.0% | -10.8% | +32.8% | +23.1% |
| 1Y | +23.7% | -5.3% | +29.0% | +22.5% |
| 3Y | +62.0% | +42.0% | +19.9% | +36.3% |
| 5Y | -12.4% | +88.3% | -100.7% | -34.5% |
| 10Y | +236.1% | +1,148.2% | -912.2% | +63.3% |
| All | +658.2% | +1,202.8% | -544.6% | +254.1% |
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