+735.7%
GOOGL vs ARES
+1,002.2%
-266.5%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.1% | +0.8% | -1.2% |
| 7D | -1.9% | -2.7% | +0.8% | -0.9% |
| 30D | -7.5% | -2.4% | -5.1% | -6.9% |
| 3M | -9.2% | +3.9% | -13.1% | -10.8% |
| 6M | +8.1% | +26.4% | -18.3% | -1.3% |
| YTD | +5.8% | -14.9% | +20.7% | +9.3% |
| 1Y | +38.3% | -20.4% | +58.8% | +45.4% |
| 3Y | +144.8% | +38.8% | +106.0% | +103.4% |
| 5Y | +132.5% | +97.0% | +35.6% | +65.8% |
| All | +735.7% | +1,002.2% | -266.5% | +311.4% |
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