+48.4%
IR vs ARES
+105.6%
-57.2%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.0% | +2.2% | +1.7% |
| 7D | -2.8% | -1.7% | -1.2% | -2.1% |
| 30D | -15.1% | +0.3% | -15.4% | -15.4% |
| 3M | +6.1% | +8.5% | -2.4% | +1.7% |
| 6M | -16.8% | +23.5% | -40.3% | -25.4% |
| YTD | -3.5% | -11.2% | +7.7% | -0.8% |
| 1Y | -3.5% | -19.3% | +15.8% | +3.0% |
| 3Y | +9.5% | +48.7% | -39.2% | -15.8% |
| All | +48.4% | +105.6% | -57.2% | -7.6% |
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