+144.8%
IBM vs ARES
+1,100.6%
-955.8%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.3% | +1.9% | -0.5% |
| 7D | -0.3% | -0.3% | 0.0% | -0.3% |
| 30D | +6.8% | +15.3% | -8.5% | +2.5% |
| 3M | +4.4% | -5.4% | +9.8% | +5.7% |
| 6M | +13.2% | +10.0% | +3.2% | +9.5% |
| YTD | -15.1% | -14.7% | -0.5% | -12.7% |
| 1Y | -20.2% | -9.7% | -10.5% | -19.2% |
| 3Y | +79.3% | +35.8% | +43.5% | +57.4% |
| 5Y | +147.5% | +80.9% | +66.6% | +93.6% |
| All | +144.8% | +1,100.6% | -955.8% | +21.1% |
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 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