-55.8%
FISV vs ARES
+90.2%
-146.0%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.8% | +3.4% | +1.5% |
| 7D | -7.2% | -7.7% | +0.5% | -4.7% |
| 30D | -7.2% | -8.7% | +1.5% | -4.3% |
| 3M | -8.2% | +2.8% | -11.0% | -9.3% |
| 6M | -17.7% | +23.1% | -40.8% | -24.0% |
| YTD | -27.2% | -17.3% | -9.9% | -23.6% |
| 1Y | -63.0% | -24.3% | -38.7% | -60.2% |
| 3Y | -59.8% | +34.9% | -94.7% | -66.1% |
| 5Y | -55.8% | +93.5% | -149.3% | -69.5% |
| All | -55.8% | +90.2% | -146.0% | -69.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling