+545.7%
FICO vs ARES
+1,270.2%
-724.5%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.1% | +1.1% | +1.0% |
| 7D | +0.9% | +8.1% | -7.3% | -2.6% |
| 30D | +9.4% | +18.9% | -9.5% | +1.4% |
| 3M | -30.4% | +2.3% | -32.7% | -31.3% |
| 6M | -35.1% | +12.7% | -47.8% | -39.3% |
| YTD | -56.8% | -10.8% | -46.0% | -55.9% |
| 1Y | -58.4% | -5.3% | -53.1% | -58.8% |
| 3Y | -26.7% | +42.0% | -68.7% | -42.2% |
| 5Y | +88.0% | +88.3% | -0.3% | +25.5% |
| 10Y | +545.7% | +1,148.2% | -602.5% | +139.0% |
| All | +545.7% | +1,270.2% | -724.5% | +139.0% |
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