+4.3%
EWZ vs ARES
-8.8%
+13.0%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.2% | +0.5% | +0.7% |
| 7D | -1.5% | +4.5% | -6.0% | -1.8% |
| 30D | -24.5% | +15.7% | -40.3% | -25.4% |
| 3M | -10.7% | -2.0% | -8.7% | -10.6% |
| 6M | -19.1% | +10.4% | -29.5% | -20.0% |
| YTD | +1.6% | -14.2% | +15.9% | -0.1% |
| 1Y | +4.3% | -7.8% | +12.1% | +1.1% |
| All | +4.3% | -8.8% | +13.0% | +1.1% |
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 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