+24.6%
FLUT vs ARES
+1,196.0%
-1,171.4%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.0% | -1.2% | -2.0% |
| 7D | -1.6% | -1.7% | 0.0% | -1.3% |
| 30D | +7.7% | +0.3% | +7.5% | +7.6% |
| 3M | -0.7% | +8.5% | -9.2% | -2.8% |
| 6M | -11.2% | +23.5% | -34.6% | -15.9% |
| YTD | -53.4% | -11.2% | -42.2% | -52.7% |
| 1Y | -65.8% | -19.3% | -46.5% | -64.6% |
| 3Y | -44.9% | +48.7% | -93.6% | -49.2% |
| 5Y | -49.7% | +106.5% | -156.2% | -56.5% |
| 10Y | -9.7% | +1,055.3% | -1,065.0% | -28.9% |
| All | +24.6% | +1,196.0% | -1,171.4% | -4.6% |
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