+66.7%
FERG vs ARES
+36.2%
+30.6%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -3.3% | -0.3% | -2.6% |
| 7D | +8.2% | -0.3% | +8.5% | +8.4% |
| 30D | +14.4% | +15.3% | -0.9% | +9.7% |
| 3M | +4.3% | -5.4% | +9.7% | +6.0% |
| 6M | +7.9% | +10.0% | -2.2% | +4.2% |
| YTD | +16.3% | -14.7% | +30.9% | +20.6% |
| 1Y | +2.2% | -9.7% | +11.9% | +3.3% |
| All | +66.7% | +36.2% | +30.6% | +42.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling