+93.0%
FOXA vs ARES
+90.2%
+2.8%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -2.8% | +4.9% | +2.7% |
| 7D | -3.7% | -7.7% | +4.0% | -1.9% |
| 30D | +5.4% | -8.7% | +14.1% | +7.6% |
| 3M | -3.7% | +2.8% | -6.6% | -5.0% |
| 6M | +12.6% | +23.1% | -10.5% | +5.4% |
| YTD | -10.0% | -17.3% | +7.3% | -6.9% |
| 1Y | +15.0% | -24.3% | +39.3% | +21.5% |
| 3Y | +115.1% | +34.9% | +80.2% | +86.5% |
| 5Y | +93.0% | +93.5% | -0.5% | +44.1% |
| All | +93.0% | +90.2% | +2.8% | +44.1% |
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 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