+115.0%
ILMN vs ARES
-18.8%
+133.8%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.1% | -2.2% | -3.1% |
| 7D | +1.9% | -0.3% | +2.2% | +2.0% |
| 30D | +12.3% | +1.3% | +11.0% | +12.1% |
| 3M | +33.5% | +10.4% | +23.2% | +31.7% |
| 6M | +69.4% | +29.0% | +40.4% | +61.4% |
| YTD | +60.9% | -12.2% | +73.1% | +63.2% |
| 1Y | +115.0% | -18.4% | +133.4% | +124.9% |
| All | +115.0% | -18.8% | +133.8% | +124.9% |
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