+302.8%
FITB vs ARES
+1,157.9%
-855.1%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.0% | +0.1% | +0.7% |
| 7D | +2.8% | +0.5% | +2.3% | +2.5% |
| 30D | +9.8% | +19.7% | -9.9% | +1.6% |
| 3M | -5.2% | -9.0% | +3.8% | -1.7% |
| 6M | +17.3% | +11.5% | +5.8% | +10.3% |
| YTD | +19.3% | -13.8% | +33.1% | +22.9% |
| 1Y | +32.7% | -5.6% | +38.3% | +30.8% |
| 3Y | +141.6% | +36.1% | +105.5% | +95.6% |
| 5Y | +48.9% | +82.7% | -33.8% | +2.4% |
| 10Y | +216.5% | +1,101.7% | -885.2% | +15.0% |
| All | +302.8% | +1,157.9% | -855.1% | +36.8% |
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 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