+40.0%
EWZ vs ARES
+1,196.0%
-1,156.0%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.3% | -0.4% |
| 7D | +6.5% | -1.7% | +8.2% | +7.0% |
| 30D | +4.8% | +0.3% | +4.6% | +4.6% |
| 3M | +9.9% | +8.5% | +1.4% | +6.5% |
| 6M | +1.9% | +23.5% | -21.5% | -5.5% |
| YTD | +20.3% | -11.2% | +31.5% | +21.8% |
| 1Y | +35.6% | -19.3% | +54.9% | +40.6% |
| 3Y | +43.4% | +48.7% | -5.2% | +17.9% |
| 5Y | +55.9% | +106.5% | -50.6% | +10.2% |
| 10Y | +84.2% | +1,055.3% | -971.2% | -16.0% |
| All | +40.0% | +1,196.0% | -1,156.0% | -39.3% |
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