+453.0%
FAST vs ARES
+1,196.0%
-743.0%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.0% | +1.7% | +1.0% |
| 7D | -0.4% | -1.7% | +1.3% | +0.1% |
| 30D | -0.8% | +0.3% | -1.1% | -1.0% |
| 3M | +5.8% | +8.5% | -2.7% | +3.0% |
| 6M | +8.0% | +23.5% | -15.5% | +0.9% |
| YTD | +25.6% | -11.2% | +36.9% | +27.3% |
| 1Y | +0.8% | -19.3% | +20.1% | +4.3% |
| 3Y | +86.1% | +48.7% | +37.5% | +56.7% |
| 5Y | +100.2% | +106.5% | -6.3% | +48.4% |
| 10Y | +494.2% | +1,055.3% | -561.2% | +188.3% |
| All | +453.0% | +1,196.0% | -743.0% | +156.9% |
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