+88.0%
FICO vs ARES
+88.1%
0.0%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.1% | +1.1% | +1.0% |
| 7D | +0.9% | +8.1% | -7.3% | -2.5% |
| 30D | +9.4% | +18.9% | -9.5% | +1.6% |
| 3M | -30.4% | +2.3% | -32.7% | -31.3% |
| 6M | -35.1% | +12.7% | -47.8% | -39.2% |
| 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% | -43.4% |
| 5Y | +88.0% | +88.3% | -0.3% | +18.2% |
| All | +88.0% | +88.1% | 0.0% | +18.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling