+164.3%
EWY vs ARES
-18.2%
+182.5%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -1.0% | +5.6% | +4.9% |
| 7D | +4.8% | -1.7% | +6.5% | +5.3% |
| 30D | +11.7% | +0.3% | +11.4% | +11.5% |
| 3M | -7.4% | +8.5% | -15.9% | -9.2% |
| 6M | +40.6% | +23.5% | +17.1% | +33.2% |
| YTD | +94.3% | -11.2% | +105.5% | +93.9% |
| 1Y | +164.3% | -19.3% | +183.6% | +168.5% |
| All | +164.3% | -18.2% | +182.5% | +168.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling