+94.2%
ILMN vs ARES
+37.4%
+56.7%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.2% | +2.3% | +2.4% |
| 7D | -9.7% | +4.5% | -14.2% | -10.7% |
| 30D | -20.4% | +15.7% | -36.2% | -23.3% |
| 3M | +10.0% | -2.0% | +12.0% | +10.3% |
| 6M | +49.5% | +10.4% | +39.1% | +44.3% |
| YTD | +62.5% | -14.2% | +76.7% | +67.0% |
| 1Y | +76.0% | -7.8% | +83.7% | +76.5% |
| 3Y | +94.2% | +41.4% | +52.8% | +94.2% |
| All | +94.2% | +37.4% | +56.7% | +94.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling