+93.7%
FAST vs ARES
+37.4%
+56.3%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | 0.0% | +0.1% |
| 7D | +2.1% | +4.5% | -2.5% | +1.3% |
| 30D | +6.9% | +15.7% | -8.9% | +4.4% |
| 3M | +4.8% | -2.0% | +6.8% | +5.0% |
| 6M | +19.8% | +10.4% | +9.4% | +17.4% |
| YTD | +34.9% | -14.2% | +49.1% | +38.0% |
| 1Y | +32.8% | -7.8% | +40.5% | +33.6% |
| 3Y | +93.7% | +41.4% | +52.4% | +79.9% |
| All | +93.7% | +37.4% | +56.3% | +79.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling