+409.6%
FERG vs ARES
+1,196.0%
-786.4%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.0% | +3.3% | +2.5% |
| 7D | 0.0% | -1.7% | +1.6% | +0.3% |
| 30D | -10.2% | +0.3% | -10.5% | -10.3% |
| 3M | -0.6% | +8.5% | -9.1% | -2.4% |
| 6M | -6.5% | +23.5% | -30.0% | -10.9% |
| YTD | +4.2% | -11.2% | +15.4% | +5.3% |
| 1Y | -2.3% | -19.3% | +17.0% | +0.3% |
| 3Y | +48.5% | +48.7% | -0.2% | +36.0% |
| 5Y | +72.0% | +106.5% | -34.5% | +48.5% |
| 10Y | +369.9% | +1,055.3% | -685.4% | +251.3% |
| All | +409.6% | +1,196.0% | -786.4% | +271.9% |
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