+8.1%
FPS vs ARES
+8.7%
-0.6%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.0% | +3.4% | +2.9% |
| 7D | +3.1% | -1.7% | +4.8% | +4.0% |
| 30D | -18.6% | +0.3% | -18.8% | -19.1% |
| 3M | -51.5% | +8.5% | -59.9% | -53.5% |
| 6M | -8.5% | +23.5% | -32.0% | -15.8% |
| All | +8.1% | +8.7% | -0.6% | +1.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling