+468.6%
FERG vs ARES
+1,145.6%
-676.9%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -3.3% | -0.3% | -3.0% |
| 7D | +8.2% | -0.3% | +8.5% | +8.3% |
| 30D | +14.4% | +15.3% | -0.9% | +11.3% |
| 3M | +4.3% | -5.4% | +9.7% | +5.4% |
| 6M | +7.9% | +10.0% | -2.2% | +5.5% |
| YTD | +16.3% | -14.7% | +30.9% | +18.4% |
| 1Y | +2.2% | -9.7% | +11.9% | +2.8% |
| 3Y | +67.3% | +35.8% | +31.5% | +55.6% |
| 5Y | +75.3% | +80.9% | -5.6% | +53.4% |
| 10Y | +421.0% | +1,089.9% | -668.9% | +292.1% |
| All | +468.6% | +1,145.6% | -676.9% | +318.1% |
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