-16.7%
IBM vs ARES
-7.5%
-9.2%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.0% | 0.0% | +0.7% |
| 7D | +1.6% | +0.5% | +1.1% | +1.4% |
| 30D | +9.2% | +19.7% | -10.5% | +2.5% |
| 3M | +4.9% | -9.0% | +13.9% | +7.9% |
| 6M | +16.8% | +11.5% | +5.2% | +11.6% |
| YTD | -14.3% | -13.8% | -0.4% | -10.0% |
| 1Y | -16.7% | -5.6% | -11.1% | -14.8% |
| All | -16.7% | -7.5% | -9.2% | -14.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling