-60.0%
FISV vs ARES
+38.2%
-98.2%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -3.1% | -1.3% | -3.4% |
| 7D | -6.4% | -2.7% | -3.7% | -5.6% |
| 30D | -6.8% | -2.4% | -4.4% | -6.1% |
| 3M | -10.0% | +3.9% | -13.9% | -11.1% |
| 6M | -20.6% | +26.4% | -47.0% | -26.4% |
| YTD | -27.6% | -14.9% | -12.7% | -25.1% |
| 1Y | -64.3% | -20.4% | -43.9% | -62.7% |
| All | -60.0% | +38.2% | -98.2% | -64.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling