+144.5%
IBM vs ARES
+1,006.5%
-862.0%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -3.1% | +6.4% | +4.2% |
| 7D | +3.6% | -2.7% | +6.2% | +4.3% |
| 30D | +1.5% | -2.4% | +3.9% | +2.1% |
| 3M | -12.9% | +3.9% | -16.8% | -14.3% |
| 6M | -3.9% | +26.4% | -30.3% | -10.5% |
| YTD | -17.3% | -14.9% | -2.5% | -14.8% |
| 1Y | -5.0% | -20.4% | +15.4% | -0.8% |
| 3Y | +78.2% | +38.8% | +39.4% | +56.1% |
| 5Y | +120.6% | +97.0% | +23.7% | +69.0% |
| 10Y | +144.5% | +999.8% | -855.3% | +20.2% |
| All | +144.5% | +1,006.5% | -862.0% | +20.2% |
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