-45.5%
ILMN vs ARES
+83.4%
-128.9%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.2% | +2.3% | +2.4% |
| 7D | -9.7% | +4.5% | -14.2% | -11.5% |
| 30D | -20.4% | +15.7% | -36.2% | -25.2% |
| 3M | +10.0% | -2.0% | +12.0% | +10.0% |
| 6M | +49.5% | +10.4% | +39.1% | +40.4% |
| YTD | +62.5% | -14.2% | +76.7% | +67.4% |
| 1Y | +76.0% | -7.8% | +83.7% | +74.7% |
| 3Y | +94.2% | +41.4% | +52.8% | +41.7% |
| All | -45.5% | +83.4% | -128.9% | -69.8% |
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