+79.8%
F vs ARES
+1,191.6%
-1,111.8%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.2% | -0.9% | -0.8% |
| 7D | +1.6% | +4.5% | -3.0% | -0.4% |
| 30D | +2.6% | +15.7% | -13.1% | -3.8% |
| 3M | -8.8% | -2.0% | -6.8% | -8.4% |
| 6M | +4.6% | +10.4% | -5.8% | -0.9% |
| YTD | -1.9% | -14.2% | +12.3% | +1.6% |
| 1Y | -0.8% | -7.8% | +7.0% | -0.9% |
| 3Y | +43.5% | +41.4% | +2.1% | +10.2% |
| 5Y | -12.1% | +83.7% | -95.7% | -42.3% |
| All | +79.8% | +1,191.6% | -1,111.8% | -34.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling