+351.3%
FERG vs ARES
+979.8%
-628.5%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.8% | -0.1% | +0.5% |
| 7D | -2.6% | -6.1% | +3.5% | -1.3% |
| 30D | -8.9% | -7.5% | -1.4% | -7.4% |
| 3M | -2.0% | +0.1% | -2.2% | -2.3% |
| 6M | -3.2% | +30.3% | -33.5% | -9.1% |
| YTD | +1.5% | -16.6% | +18.1% | +4.1% |
| 1Y | +0.5% | -26.1% | +26.6% | +5.4% |
| 3Y | +50.4% | +36.4% | +14.0% | +38.7% |
| 5Y | +68.7% | +95.0% | -26.3% | +45.0% |
| All | +351.3% | +979.8% | -628.5% | +220.6% |
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