+11,046.9%
FIX vs ARES
+1,196.0%
+9,850.9%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.0% | +2.9% | +2.3% |
| 7D | +6.0% | -1.7% | +7.7% | +6.8% |
| 30D | -7.2% | +0.3% | -7.5% | -7.7% |
| 3M | -15.9% | +8.5% | -24.3% | -19.7% |
| 6M | +12.7% | +23.5% | -10.7% | +0.5% |
| YTD | +72.8% | -11.2% | +84.0% | +75.5% |
| 1Y | +122.9% | -19.3% | +142.2% | +135.3% |
| 3Y | +774.3% | +48.7% | +725.7% | +624.8% |
| 5Y | +2,049.5% | +106.5% | +1,942.9% | +1,421.0% |
| 10Y | +5,821.5% | +1,055.3% | +4,766.1% | +2,488.7% |
| All | +11,046.9% | +1,196.0% | +9,850.9% | +4,607.3% |
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