+300.5%
FITB vs ARES
+1,202.8%
-902.3%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | -0.3% |
| 7D | +0.5% | +8.1% | -7.6% | -2.8% |
| 30D | +7.0% | +18.9% | -11.9% | -0.7% |
| 3M | -4.4% | +2.3% | -6.7% | -5.8% |
| 6M | +11.6% | +12.7% | -1.2% | +4.5% |
| YTD | +18.6% | -10.8% | +29.4% | +20.4% |
| 1Y | +29.8% | -5.3% | +35.2% | +28.0% |
| 3Y | +140.7% | +42.0% | +98.6% | +91.4% |
| 5Y | +48.6% | +88.3% | -39.7% | +1.0% |
| 10Y | +224.4% | +1,148.2% | -923.8% | +16.1% |
| All | +300.5% | +1,202.8% | -902.3% | +34.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling