+110.6%
IBM vs ARES
+1,196.0%
-1,085.3%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.0% | +0.3% |
| 7D | -0.3% | -1.7% | +1.4% | +0.1% |
| 30D | +0.3% | +0.3% | 0.0% | +0.2% |
| 3M | -21.6% | +8.5% | -30.1% | -23.5% |
| 6M | -4.7% | +23.5% | -28.2% | -10.3% |
| YTD | -19.1% | -11.2% | -7.9% | -17.6% |
| 1Y | -2.5% | -19.3% | +16.8% | +1.1% |
| 3Y | +74.2% | +48.7% | +25.5% | +52.2% |
| 5Y | +113.1% | +106.5% | +6.6% | +66.2% |
| 10Y | +133.5% | +1,055.3% | -921.8% | +24.1% |
| All | +110.6% | +1,196.0% | -1,085.3% | +7.4% |
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 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