+27.4%
FISV vs ARES
+1,112.4%
-1,085.0%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.0% | +2.7% | +3.4% |
| 7D | +1.4% | +0.5% | +1.0% | +1.3% |
| 30D | +38.4% | +19.7% | +18.8% | +29.8% |
| 3M | +14.9% | -9.0% | +23.9% | +18.6% |
| 6M | +21.8% | +11.5% | +10.2% | +16.2% |
| YTD | -5.0% | -13.8% | +8.8% | -1.9% |
| 1Y | -1.2% | -5.6% | +4.4% | -1.4% |
| 3Y | -47.5% | +36.1% | -83.6% | -56.2% |
| 5Y | -36.7% | +82.7% | -119.4% | -54.6% |
| All | +27.4% | +1,112.4% | -1,085.0% | -44.4% |
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 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