+11.4%
FPS vs ARES
+7.5%
+3.9%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.1% | +4.2% | +3.6% |
| 7D | +10.4% | -0.3% | +10.7% | +10.5% |
| 30D | -16.5% | +1.3% | -17.8% | -17.6% |
| 3M | -45.5% | +10.4% | -55.9% | -48.5% |
| 6M | +2.1% | +29.0% | -26.9% | -8.7% |
| All | +11.4% | +7.5% | +3.9% | +5.5% |
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