-54.4%
FPS vs ARES
+9.9%
-64.3%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +0.2% | +6.8% | +6.9% |
| 7D | -24.5% | +4.5% | -29.1% | -25.2% |
| 30D | -52.1% | +15.7% | -67.8% | -54.6% |
| 3M | -48.4% | -2.0% | -46.3% | -46.8% |
| 6M | -54.4% | +10.4% | -64.8% | -56.7% |
| All | -54.4% | +9.9% | -64.3% | -56.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling