+492.8%
FAST vs ARES
+1,149.6%
-656.8%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.3% | +1.7% | 0.0% |
| 7D | +0.7% | +4.9% | -4.2% | -0.6% |
| 30D | +4.6% | +13.6% | -8.9% | +1.2% |
| 3M | +6.4% | -3.3% | +9.7% | +6.9% |
| 6M | +20.6% | +11.0% | +9.6% | +16.3% |
| YTD | +34.7% | -14.4% | +49.1% | +37.4% |
| 1Y | +29.7% | -9.1% | +38.8% | +29.8% |
| 3Y | +89.9% | +37.1% | +52.8% | +63.5% |
| 5Y | +105.0% | +83.3% | +21.6% | +56.8% |
| 10Y | +594.2% | +1,201.6% | -607.4% | +234.6% |
| All | +492.8% | +1,149.6% | -656.8% | +177.3% |
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