-40.2%
FIS vs ARES
+1,045.9%
-1,086.1%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -1.1% | -4.8% | -5.5% |
| 7D | -3.5% | -0.3% | -3.1% | -3.3% |
| 30D | -7.8% | +1.3% | -9.1% | -8.3% |
| 3M | +0.8% | +10.4% | -9.5% | -3.1% |
| 6M | -21.9% | +29.0% | -50.9% | -29.4% |
| YTD | -39.5% | -12.2% | -27.3% | -37.9% |
| 1Y | -41.0% | -18.4% | -22.5% | -38.3% |
| 3Y | -23.6% | +43.2% | -66.8% | -38.0% |
| 5Y | -65.6% | +102.6% | -168.2% | -76.4% |
| 10Y | -40.2% | +1,029.6% | -1,069.8% | -74.0% |
| All | -40.2% | +1,045.9% | -1,086.1% | -74.0% |
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