+2.0%
FLUT vs ARES
+1,204.3%
-1,202.3%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +4.2% | -3.8% | -0.6% |
| 7D | -6.5% | +5.0% | -11.4% | -7.6% |
| 30D | +2.8% | +19.1% | -16.3% | -1.4% |
| 3M | -13.5% | +3.1% | -16.5% | -14.2% |
| 6M | -19.0% | +12.9% | -31.8% | -21.5% |
| YTD | -61.9% | -10.7% | -51.2% | -61.3% |
| 1Y | -63.2% | -5.5% | -57.7% | -63.2% |
| 3Y | -46.0% | +45.0% | -91.0% | -50.0% |
| 5Y | -51.8% | +87.4% | -139.2% | -58.1% |
| 10Y | -26.1% | +1,267.4% | -1,293.5% | -42.6% |
| All | +2.0% | +1,204.3% | -1,202.3% | -22.1% |
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