+1.2%
EWZ vs ARES
-6.6%
+7.8%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.1% | +2.0% | +1.0% |
| 7D | +0.6% | +0.8% | -0.2% | +0.5% |
| 30D | -25.5% | +16.7% | -42.2% | -26.4% |
| 3M | -4.5% | -2.6% | -1.9% | -4.4% |
| 6M | -15.3% | +13.0% | -28.2% | -16.4% |
| YTD | +3.1% | -11.7% | +14.8% | +0.9% |
| 1Y | +1.2% | -6.7% | +7.9% | -1.9% |
| All | +1.2% | -6.6% | +7.8% | -1.9% |
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