+18.9%
EWZ vs ARES
+1,202.8%
-1,183.9%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.1% | -1.3% | -1.4% |
| 7D | +1.3% | +8.1% | -6.8% | -0.9% |
| 30D | -26.2% | +18.9% | -45.1% | -29.9% |
| 3M | -8.6% | +2.3% | -11.0% | -9.7% |
| 6M | -17.0% | +12.7% | -29.7% | -20.8% |
| YTD | +2.2% | -10.8% | +12.9% | +3.0% |
| 1Y | +2.7% | -5.3% | +8.0% | +1.3% |
| 3Y | +18.2% | +42.0% | -23.9% | -1.5% |
| 5Y | +56.0% | +88.3% | -32.3% | +13.9% |
| 10Y | +60.8% | +1,148.2% | -1,087.4% | -27.6% |
| All | +18.9% | +1,202.8% | -1,183.9% | -48.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling