+1,186.1%
GOOG vs ARES
+1,181.8%
+4.3%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.1% | +1.1% | +0.4% |
| 7D | +1.1% | -0.3% | +1.4% | +1.2% |
| 30D | -5.1% | +1.3% | -6.3% | -5.6% |
| 3M | -7.1% | +10.4% | -17.4% | -10.2% |
| 6M | +12.7% | +29.0% | -16.4% | +3.2% |
| YTD | +7.1% | -12.2% | +19.3% | +9.1% |
| 1Y | +43.6% | -18.4% | +62.0% | +49.0% |
| 3Y | +146.8% | +43.2% | +103.6% | +108.7% |
| 5Y | +133.7% | +102.6% | +31.1% | +73.9% |
| 10Y | +773.3% | +1,029.6% | -256.3% | +362.4% |
| All | +1,186.1% | +1,181.8% | +4.3% | +566.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling