+119.7%
IBM vs ARES
+1,152.0%
-1,032.3%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.2% | -1.0% | -0.9% |
| 7D | -5.0% | +4.5% | -9.5% | -6.1% |
| 30D | +11.1% | +15.7% | -4.6% | +7.0% |
| 3M | +5.7% | -2.0% | +7.7% | +6.0% |
| 6M | +10.1% | +10.4% | -0.3% | +6.8% |
| YTD | -15.6% | -14.2% | -1.4% | -13.5% |
| 1Y | -19.5% | -7.8% | -11.8% | -19.1% |
| 3Y | +80.4% | +41.4% | +39.0% | +59.6% |
| 5Y | +140.0% | +83.7% | +56.3% | +93.1% |
| 10Y | +155.0% | +1,204.1% | -1,049.1% | +34.5% |
| All | +119.7% | +1,152.0% | -1,032.3% | +12.8% |
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