+2.0%
FISV vs ARES
+979.8%
-977.8%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +0.8% | +4.6% | +5.1% |
| 7D | -2.7% | -6.1% | +3.4% | -0.5% |
| 30D | 0.0% | -7.5% | +7.6% | +2.9% |
| 3M | -2.8% | +0.1% | -2.9% | -3.2% |
| 6M | -11.8% | +30.3% | -42.1% | -20.4% |
| YTD | -23.2% | -16.6% | -6.6% | -19.7% |
| 1Y | -62.0% | -26.1% | -35.9% | -58.7% |
| 3Y | -57.6% | +36.4% | -94.0% | -64.3% |
| 5Y | -53.4% | +95.0% | -148.4% | -66.8% |
| All | +2.0% | +979.8% | -977.8% | -52.2% |
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