+1,180.0%
GOOGL vs ARES
+1,196.0%
-16.0%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.0% | -0.1% | -0.8% |
| 7D | -2.3% | -1.7% | -0.6% | -1.8% |
| 30D | -6.6% | +0.3% | -6.8% | -6.8% |
| 3M | -8.9% | +8.5% | -17.4% | -11.6% |
| 6M | +11.9% | +23.5% | -11.6% | +3.8% |
| YTD | +8.3% | -11.2% | +19.6% | +10.1% |
| 1Y | +46.2% | -19.3% | +65.5% | +52.3% |
| 3Y | +151.9% | +48.7% | +103.2% | +110.3% |
| 5Y | +137.7% | +106.5% | +31.2% | +75.6% |
| 10Y | +757.6% | +1,055.3% | -297.8% | +350.7% |
| All | +1,180.0% | +1,196.0% | -16.0% | +558.8% |
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