+1,146.6%
FICO vs ARES
+1,149.6%
-2.9%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.3% | +3.2% | +1.8% |
| 7D | -0.3% | +4.9% | -5.2% | -2.3% |
| 30D | +1.7% | +13.6% | -11.9% | -3.3% |
| 3M | -35.2% | -3.3% | -31.9% | -34.5% |
| 6M | -33.7% | +11.0% | -44.7% | -37.2% |
| YTD | -58.2% | -14.4% | -43.8% | -56.7% |
| 1Y | -56.6% | -9.1% | -47.4% | -56.3% |
| 3Y | -24.0% | +37.1% | -61.1% | -37.0% |
| 5Y | +86.1% | +83.3% | +2.7% | +33.7% |
| 10Y | +522.8% | +1,201.6% | -678.8% | +163.3% |
| All | +1,146.6% | +1,149.6% | -2.9% | +408.4% |
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