+150.5%
GOOGL vs ARES
+47.3%
+103.2%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.1% | +1.1% | +0.3% |
| 7D | +1.1% | -0.3% | +1.4% | +1.2% |
| 30D | -4.4% | +1.3% | -5.7% | -4.9% |
| 3M | -6.8% | +10.4% | -17.2% | -9.6% |
| 6M | +13.6% | +29.0% | -15.4% | +5.3% |
| YTD | +8.3% | -12.2% | +20.5% | +10.9% |
| 1Y | +44.9% | -18.4% | +63.4% | +51.3% |
| 3Y | +150.5% | +43.2% | +107.3% | +115.4% |
| All | +150.5% | +47.3% | +103.2% | +115.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling