+6,943.2%
FIX vs ARES
+1,152.0%
+5,791.2%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +0.2% | +5.3% | +5.4% |
| 7D | -17.5% | +4.5% | -22.0% | -19.5% |
| 30D | -41.6% | +15.7% | -57.3% | -45.7% |
| 3M | -40.6% | -2.0% | -38.6% | -41.0% |
| 6M | -49.4% | +10.4% | -59.8% | -52.7% |
| YTD | +9.2% | -14.2% | +23.4% | +11.3% |
| 1Y | +6.5% | -7.8% | +14.2% | +4.7% |
| 3Y | +448.7% | +41.4% | +407.3% | +360.4% |
| 5Y | +948.7% | +83.7% | +865.1% | +668.2% |
| 10Y | +3,659.7% | +1,204.1% | +2,455.6% | +1,515.8% |
| All | +6,943.2% | +1,152.0% | +5,791.2% | +2,885.5% |
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