-51.1%
FIS vs ARES
-9.0%
-42.1%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.7% | +6.1% | -29.8% | -24.9% |
| 7D | -18.4% | +10.5% | -28.9% | -20.6% |
| 30D | -11.4% | +16.8% | -28.2% | -15.0% |
| 3M | -32.0% | -3.2% | -28.8% | -31.5% |
| 6M | -35.6% | +16.4% | -52.0% | -38.5% |
| YTD | -53.8% | -12.4% | -41.4% | -51.3% |
| 1Y | -51.1% | -6.9% | -44.2% | -49.4% |
| All | -51.1% | -9.0% | -42.1% | -49.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling