-24.8%
FICO vs ARES
+43.8%
-68.6%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +4.2% | -1.5% | +1.3% |
| 7D | -0.1% | +5.0% | -5.0% | -1.9% |
| 30D | +8.4% | +19.1% | -10.7% | +1.8% |
| 3M | -30.5% | +3.1% | -33.6% | -31.4% |
| 6M | -35.7% | +12.9% | -48.6% | -39.1% |
| YTD | -57.2% | -10.7% | -46.5% | -56.5% |
| 1Y | -58.4% | -5.5% | -52.9% | -58.7% |
| 3Y | -24.8% | +45.0% | -69.8% | -38.7% |
| All | -24.8% | +43.8% | -68.6% | -38.7% |
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