+203.1%
FITB vs ARES
+1,100.6%
-897.4%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.3% | +2.4% | +0.6% |
| 7D | +0.8% | -0.3% | +1.2% | +0.9% |
| 30D | +7.3% | +15.3% | -8.0% | +0.3% |
| 3M | -6.3% | -5.4% | -0.9% | -4.4% |
| 6M | +12.6% | +10.0% | +2.5% | +5.8% |
| YTD | +18.0% | -14.7% | +32.7% | +22.4% |
| 1Y | +28.9% | -9.7% | +38.6% | +29.5% |
| 3Y | +139.4% | +35.8% | +103.6% | +87.5% |
| 5Y | +47.2% | +80.9% | -33.7% | -4.2% |
| All | +203.1% | +1,100.6% | -897.4% | -2.4% |
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