-33.3%
FIS vs ARES
+1,152.0%
-1,185.4%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.2% | -2.4% | -2.3% |
| 7D | -25.5% | +4.5% | -30.0% | -27.0% |
| 30D | -15.1% | +15.7% | -30.8% | -19.4% |
| 3M | -32.1% | -2.0% | -30.1% | -32.2% |
| 6M | -36.1% | +10.4% | -46.5% | -38.9% |
| YTD | -55.4% | -14.2% | -41.2% | -54.3% |
| 1Y | -53.9% | -7.8% | -46.1% | -54.0% |
| 3Y | -39.8% | +41.4% | -81.1% | -50.0% |
| 5Y | -71.1% | +83.7% | -154.8% | -78.7% |
| 10Y | -53.8% | +1,204.1% | -1,257.9% | -78.8% |
| All | -33.3% | +1,152.0% | -1,185.4% | -70.0% |
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 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