-80.9%
FIG vs ARES
-26.0%
-55.0%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -3.1% | -0.2% | -1.9% |
| 7D | -14.5% | -2.7% | -11.8% | -13.4% |
| 30D | -13.3% | -2.4% | -10.9% | -12.2% |
| 3M | +7.4% | +3.9% | +3.5% | +5.5% |
| 6M | -27.8% | +26.4% | -54.2% | -35.5% |
| YTD | -41.1% | -14.9% | -26.2% | -37.3% |
| 1Y | -58.7% | -20.4% | -38.3% | -55.5% |
| All | -80.9% | -26.0% | -55.0% | -79.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling