-49.2%
FLUT vs ARES
+105.3%
-154.5%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.1% | +1.7% | +1.1% |
| 7D | +3.8% | -0.3% | +4.2% | +3.9% |
| 30D | +6.3% | +1.3% | +5.0% | +5.6% |
| 3M | -4.0% | +10.4% | -14.4% | -8.5% |
| 6M | -10.3% | +29.0% | -39.3% | -20.9% |
| YTD | -53.2% | -12.2% | -41.0% | -51.3% |
| 1Y | -65.0% | -18.4% | -46.6% | -62.7% |
| 3Y | -43.9% | +43.2% | -87.1% | -54.2% |
| 5Y | -49.2% | +102.6% | -151.8% | -66.5% |
| All | -49.2% | +105.3% | -154.5% | -66.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling