+48.0%
F vs ARES
+1,202.8%
-1,154.7%
-68.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.6% | -0.7% |
| 7D | +1.0% | +8.1% | -7.2% | -2.1% |
| 30D | +2.1% | +18.9% | -16.8% | -4.7% |
| 3M | -10.3% | +2.3% | -12.6% | -11.4% |
| 6M | +3.3% | +12.7% | -9.5% | -2.5% |
| YTD | -2.0% | -10.8% | +8.8% | -0.4% |
| 1Y | -2.3% | -5.3% | +3.0% | -3.3% |
| 3Y | +49.9% | +42.0% | +7.8% | +19.6% |
| 5Y | -12.5% | +88.3% | -100.7% | -39.5% |
| 10Y | +74.3% | +1,148.2% | -1,074.0% | -28.9% |
| All | +48.0% | +1,202.8% | -1,154.7% | -42.9% |
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 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