+70.5%
ILMN vs ARES
+1,313.3%
-1,242.8%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +4.2% | -0.6% | +2.1% |
| 7D | -2.6% | +5.0% | -7.5% | -4.4% |
| 30D | -20.6% | +19.1% | -39.7% | -25.9% |
| 3M | +17.5% | +3.1% | +14.4% | +15.3% |
| 6M | +55.6% | +12.9% | +42.8% | +45.9% |
| YTD | +68.3% | -10.7% | +79.0% | +69.5% |
| 1Y | +81.1% | -5.5% | +86.7% | +78.1% |
| 3Y | +112.2% | +45.0% | +67.2% | +67.8% |
| 5Y | -42.6% | +87.4% | -130.0% | -60.5% |
| 10Y | +70.5% | +1,267.4% | -1,196.9% | -31.2% |
| All | +70.5% | +1,313.3% | -1,242.8% | -31.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling