+18.2%
EWZ vs ARES
+1,152.0%
-1,133.8%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.2% | +0.5% | +0.6% |
| 7D | -1.5% | +4.5% | -6.0% | -2.8% |
| 30D | -24.5% | +15.7% | -40.3% | -27.7% |
| 3M | -10.7% | -2.0% | -8.7% | -10.6% |
| 6M | -19.1% | +10.4% | -29.5% | -22.3% |
| YTD | +1.6% | -14.2% | +15.9% | +3.6% |
| 1Y | +4.3% | -7.8% | +12.1% | +3.7% |
| 3Y | +19.0% | +41.4% | -22.4% | -0.9% |
| 5Y | +57.7% | +83.7% | -26.0% | +15.8% |
| 10Y | +51.3% | +1,204.1% | -1,152.8% | -31.6% |
| All | +18.2% | +1,152.0% | -1,133.8% | -48.4% |
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