+74.1%
F vs ARES
+1,196.0%
-1,121.9%
-68.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.0% | +2.4% | +1.8% |
| 7D | +5.3% | -1.7% | +7.0% | +6.0% |
| 30D | +4.6% | +0.3% | +4.3% | +4.3% |
| 3M | -3.7% | +8.5% | -12.1% | -7.4% |
| 6M | +16.8% | +23.5% | -6.7% | +5.8% |
| YTD | +15.3% | -11.2% | +26.5% | +17.7% |
| 1Y | +31.0% | -19.3% | +50.3% | +38.0% |
| 3Y | +45.4% | +48.7% | -3.2% | +13.7% |
| 5Y | +54.7% | +106.5% | -51.9% | +3.8% |
| 10Y | +98.2% | +1,055.3% | -957.1% | -18.2% |
| All | +74.1% | +1,196.0% | -1,121.9% | -32.6% |
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