+6,579.4%
FIX vs ARES
+1,149.6%
+5,429.8%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.6% | -2.3% | -9.3% | -10.6% |
| 7D | -27.2% | +4.9% | -32.1% | -29.2% |
| 30D | -46.9% | +13.6% | -60.5% | -50.3% |
| 3M | -44.4% | -3.3% | -41.1% | -44.4% |
| 6M | -50.9% | +11.0% | -61.9% | -54.2% |
| YTD | +3.5% | -14.4% | +17.9% | +5.6% |
| 1Y | -2.1% | -9.1% | +7.0% | -3.0% |
| 3Y | +418.7% | +37.1% | +381.6% | +340.4% |
| 5Y | +894.6% | +83.3% | +811.2% | +629.1% |
| 10Y | +3,465.5% | +1,201.6% | +2,263.9% | +1,433.5% |
| All | +6,579.4% | +1,149.6% | +5,429.8% | +2,733.5% |
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