+140.7%
FITB vs ARES
+43.8%
+96.9%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | -0.3% |
| 7D | +0.5% | +8.1% | -7.6% | -2.2% |
| 30D | +7.0% | +18.9% | -11.9% | +0.8% |
| 3M | -4.4% | +2.3% | -6.7% | -5.5% |
| 6M | +11.6% | +12.7% | -1.2% | +5.9% |
| YTD | +18.6% | -10.8% | +29.4% | +21.6% |
| 1Y | +29.8% | -5.3% | +35.2% | +29.3% |
| 3Y | +140.7% | +42.0% | +98.6% | +111.8% |
| All | +140.7% | +43.8% | +96.9% | +111.8% |
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