+1,542.9%
FICO vs ARES
+1,196.0%
+346.9%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | -1.0% | -15.7% | -16.3% |
| 7D | -19.2% | -1.7% | -17.5% | -18.6% |
| 30D | -14.6% | +0.3% | -14.9% | -14.6% |
| 3M | -20.1% | +8.5% | -28.6% | -23.2% |
| 6M | -36.3% | +23.5% | -59.8% | -42.2% |
| YTD | -44.9% | -11.2% | -33.6% | -43.5% |
| 1Y | -38.6% | -19.3% | -19.3% | -35.4% |
| 3Y | +4.0% | +48.7% | -44.7% | -16.3% |
| 5Y | +99.5% | +106.5% | -7.0% | +37.7% |
| 10Y | +604.7% | +1,055.3% | -450.7% | +201.7% |
| All | +1,542.9% | +1,196.0% | +346.9% | +563.3% |
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