+104.7%
FLEX vs ARES
-18.8%
+123.5%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-08 to 2026-09-08.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -1.1% | +5.5% | +4.6% |
| 7D | +7.0% | -0.3% | +7.3% | +7.0% |
| 30D | -5.8% | +1.3% | -7.1% | -6.2% |
| 3M | -24.2% | +10.4% | -34.6% | -25.7% |
| 6M | +90.8% | +29.0% | +61.8% | +81.0% |
| YTD | +89.2% | -12.2% | +101.4% | +94.2% |
| 1Y | +104.7% | -18.4% | +123.2% | +111.9% |
| All | +104.7% | -18.8% | +123.5% | +111.9% |
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 2025-09-08 to 2026-09-08: 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…
2025-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling