-51.4%
ILMN vs ARES
+105.6%
-157.0%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.0% | -0.6% | -1.2% |
| 7D | +1.2% | -1.7% | +2.9% | +1.9% |
| 30D | +9.2% | +0.3% | +8.9% | +9.0% |
| 3M | +29.8% | +8.5% | +21.4% | +24.4% |
| 6M | +69.2% | +23.5% | +45.7% | +52.0% |
| YTD | +66.4% | -11.2% | +77.6% | +70.2% |
| 1Y | +123.4% | -19.3% | +142.7% | +137.8% |
| 3Y | +33.2% | +48.7% | -15.5% | -4.6% |
| All | -51.4% | +105.6% | -157.0% | -74.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling