+424.2%
FERG vs ARES
+1,112.4%
-688.2%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.0% | -0.4% | +0.4% |
| 7D | +9.7% | +0.5% | +9.3% | +9.7% |
| 30D | +15.0% | +19.7% | -4.6% | +10.8% |
| 3M | +3.8% | -9.0% | +12.7% | +5.7% |
| 6M | +10.6% | +11.5% | -0.9% | +7.7% |
| YTD | +17.0% | -13.8% | +30.8% | +19.0% |
| 1Y | +7.1% | -5.6% | +12.7% | +6.7% |
| 3Y | +67.7% | +36.1% | +31.6% | +55.1% |
| 5Y | +76.4% | +82.7% | -6.3% | +52.2% |
| All | +424.2% | +1,112.4% | -688.2% | +335.9% |
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 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