+92.4%
FOXA vs ARES
+618.0%
-525.7%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.8% | +0.4% | +0.9% |
| 7D | +0.8% | -6.1% | +6.9% | +2.7% |
| 30D | +5.0% | -7.5% | +12.6% | +7.4% |
| 3M | -3.0% | +0.1% | -3.1% | -3.8% |
| 6M | +14.8% | +30.3% | -15.5% | +3.9% |
| YTD | -8.9% | -16.6% | +7.7% | -5.7% |
| 1Y | +13.3% | -26.1% | +39.4% | +21.6% |
| 3Y | +115.4% | +36.4% | +79.0% | +79.3% |
| 5Y | +95.3% | +95.0% | +0.3% | +36.1% |
| All | +92.4% | +618.0% | -525.7% | -31.8% |
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