+105.3%
FAST vs ARES
+83.4%
+22.0%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | 0.0% | +0.1% |
| 7D | +2.1% | +4.5% | -2.5% | +1.1% |
| 30D | +6.9% | +15.7% | -8.9% | +3.4% |
| 3M | +4.8% | -2.0% | +6.8% | +5.0% |
| 6M | +19.8% | +10.4% | +9.4% | +16.3% |
| YTD | +34.9% | -14.2% | +49.1% | +38.0% |
| 1Y | +32.8% | -7.8% | +40.5% | +33.0% |
| 3Y | +93.7% | +41.4% | +52.4% | +65.5% |
| All | +105.3% | +83.4% | +22.0% | +57.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling