-29.9%
FIS vs ARES
+1,188.6%
-1,218.5%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | -1.1% | +7.8% | +7.0% |
| 7D | +1.5% | +0.8% | +0.8% | +1.2% |
| 30D | -11.8% | +16.7% | -28.5% | -16.6% |
| 3M | -28.5% | -2.6% | -25.9% | -28.5% |
| 6M | -27.0% | +13.0% | -40.0% | -30.8% |
| YTD | -53.1% | -11.7% | -41.4% | -52.4% |
| 1Y | -52.8% | -6.7% | -46.1% | -53.0% |
| 3Y | -37.5% | +40.5% | -78.0% | -48.0% |
| 5Y | -71.1% | +88.2% | -159.3% | -78.8% |
| 10Y | -52.0% | +1,131.0% | -1,183.0% | -77.9% |
| All | -29.9% | +1,188.6% | -1,218.5% | -68.8% |
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