+181.9%
FANG vs ARES
+979.8%
-797.9%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.8% | -1.0% | -0.5% |
| 7D | +2.9% | -6.1% | +9.0% | +5.3% |
| 30D | +2.6% | -7.5% | +10.1% | +5.4% |
| 3M | +7.6% | +0.1% | +7.5% | +6.1% |
| 6M | +17.3% | +30.3% | -13.0% | +2.0% |
| YTD | +38.7% | -16.6% | +55.3% | +43.3% |
| 1Y | +51.6% | -26.1% | +77.7% | +63.8% |
| 3Y | +50.0% | +36.4% | +13.5% | +18.9% |
| 5Y | +237.6% | +95.0% | +142.6% | +115.6% |
| All | +181.9% | +979.8% | -797.9% | -4.5% |
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