-63.5%
FIS vs ARES
+107.6%
-171.0%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | 0.0% | -0.6% |
| 7D | +1.1% | -1.7% | +2.8% | +1.6% |
| 30D | -2.2% | +0.3% | -2.5% | -2.3% |
| 3M | +2.1% | +8.5% | -6.3% | -1.0% |
| 6M | -14.7% | +23.5% | -38.1% | -21.4% |
| YTD | -35.7% | -11.2% | -24.5% | -34.2% |
| 1Y | -37.1% | -19.3% | -17.8% | -33.9% |
| 3Y | -20.0% | +48.7% | -68.7% | -37.3% |
| All | -63.5% | +107.6% | -171.0% | -77.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling