+120.7%
IBM vs ARES
+1,204.3%
-1,083.6%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.2% | -3.7% | -0.6% |
| 7D | -2.5% | +5.0% | -7.5% | -3.8% |
| 30D | +8.4% | +19.1% | -10.7% | +3.5% |
| 3M | +4.5% | +3.1% | +1.4% | +3.4% |
| 6M | +7.9% | +12.9% | -5.0% | +4.0% |
| YTD | -15.2% | -10.7% | -4.6% | -14.0% |
| 1Y | -17.6% | -5.5% | -12.0% | -17.6% |
| 3Y | +82.1% | +45.0% | +37.1% | +60.0% |
| 5Y | +143.3% | +87.4% | +55.9% | +94.8% |
| 10Y | +149.9% | +1,267.4% | -1,117.5% | +30.3% |
| All | +120.7% | +1,204.3% | -1,083.6% | +12.1% |
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 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