+93.9%
ILMN vs ARES
-9.0%
+102.8%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +6.1% | -11.0% | -5.4% |
| 7D | -21.6% | +10.5% | -32.1% | -22.4% |
| 30D | -22.9% | +16.8% | -39.7% | -24.2% |
| 3M | +11.6% | -3.2% | +14.8% | +12.5% |
| 6M | +62.5% | +16.4% | +46.1% | +59.0% |
| YTD | +72.7% | -12.4% | +85.1% | +76.1% |
| 1Y | +93.9% | -6.9% | +100.7% | +92.3% |
| All | +93.9% | -9.0% | +102.8% | +92.3% |
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