+81.4%
ILMN vs ARES
-6.7%
+88.1%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +4.2% | -0.6% | +3.2% |
| 7D | -2.6% | +5.0% | -7.5% | -2.9% |
| 30D | -20.6% | +19.1% | -39.7% | -22.1% |
| 3M | +17.5% | +3.1% | +14.4% | +17.5% |
| 6M | +55.6% | +12.9% | +42.8% | +53.6% |
| YTD | +68.3% | -10.7% | +79.0% | +70.8% |
| All | +81.4% | -6.7% | +88.1% | +78.5% |
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