+55.0%
EWZ vs ARES
+105.6%
-50.6%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.3% | -0.5% |
| 7D | +6.5% | -1.7% | +8.2% | +6.8% |
| 30D | +4.8% | +0.3% | +4.6% | +4.6% |
| 3M | +9.9% | +8.5% | +1.4% | +7.5% |
| 6M | +1.9% | +23.5% | -21.5% | -3.5% |
| YTD | +20.3% | -11.2% | +31.5% | +21.8% |
| 1Y | +35.6% | -19.3% | +54.9% | +39.9% |
| 3Y | +43.4% | +48.7% | -5.2% | +22.7% |
| All | +55.0% | +105.6% | -50.6% | +16.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling