-57.9%
FICO vs ARES
-8.8%
-49.2%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.6% | -0.5% |
| 7D | -0.9% | +4.5% | -5.5% | -2.4% |
| 30D | +3.3% | +15.7% | -12.4% | -1.4% |
| 3M | -31.7% | -2.0% | -29.7% | -31.5% |
| 6M | -34.0% | +10.4% | -44.4% | -36.6% |
| YTD | -58.3% | -14.2% | -44.1% | -58.2% |
| 1Y | -57.9% | -7.8% | -50.2% | -59.2% |
| All | -57.9% | -8.8% | -49.2% | -59.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling