-10.4%
FLUT vs ARES
+1,006.5%
-1,016.9%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.1% | +1.7% | -0.6% |
| 7D | -2.6% | -2.7% | +0.1% | -1.9% |
| 30D | +5.4% | -2.4% | +7.8% | +6.0% |
| 3M | -10.8% | +3.9% | -14.7% | -11.9% |
| 6M | -9.2% | +26.4% | -35.6% | -15.0% |
| YTD | -53.8% | -14.9% | -38.9% | -52.5% |
| 1Y | -66.0% | -20.4% | -45.6% | -64.5% |
| 3Y | -44.7% | +38.8% | -83.4% | -48.6% |
| 5Y | -50.6% | +97.0% | -147.6% | -57.4% |
| 10Y | -10.4% | +999.8% | -1,010.2% | -25.3% |
| All | -10.4% | +1,006.5% | -1,016.9% | -25.3% |
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 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