-26.8%
FLUT vs ARES
+1,112.4%
-1,139.3%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.0% | -2.0% | -1.3% |
| 7D | -0.7% | +0.5% | -1.2% | -0.8% |
| 30D | +9.3% | +19.7% | -10.4% | +4.2% |
| 3M | -17.5% | -9.0% | -8.5% | -15.6% |
| 6M | -14.6% | +11.5% | -26.2% | -17.4% |
| YTD | -62.3% | -13.8% | -48.4% | -61.3% |
| 1Y | -59.6% | -5.6% | -54.1% | -59.6% |
| 3Y | -45.3% | +36.1% | -81.4% | -49.2% |
| 5Y | -50.4% | +82.7% | -133.1% | -57.5% |
| All | -26.8% | +1,112.4% | -1,139.3% | -40.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling