-43.8%
ILMN vs ARES
+82.0%
-125.8%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.0% | -2.2% | -1.6% |
| 7D | -2.9% | +0.5% | -3.3% | -3.0% |
| 30D | -23.8% | +19.7% | -43.5% | -29.4% |
| 3M | +7.5% | -9.0% | +16.4% | +10.8% |
| 6M | +42.8% | +11.5% | +31.2% | +33.6% |
| YTD | +57.8% | -13.8% | +71.7% | +62.3% |
| 1Y | +72.6% | -5.6% | +78.2% | +69.6% |
| 3Y | +129.3% | +36.1% | +93.2% | +71.7% |
| All | -43.8% | +82.0% | -125.8% | -68.7% |
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