+35.6%
EWZ vs ARES
-18.2%
+53.8%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.3% | -0.6% |
| 7D | +6.5% | -1.7% | +8.2% | +6.7% |
| 30D | +4.8% | +0.3% | +4.6% | +4.8% |
| 3M | +9.9% | +8.5% | +1.4% | +8.8% |
| 6M | +1.9% | +23.5% | -21.5% | -0.7% |
| YTD | +20.3% | -11.2% | +31.5% | +20.2% |
| 1Y | +35.6% | -19.3% | +54.9% | +37.2% |
| All | +35.6% | -18.2% | +53.8% | +37.2% |
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 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