+325.3%
IR vs ARES
+944.1%
-618.9%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.2% | +1.2% | +1.3% |
| 7D | +3.7% | +4.5% | -0.9% | +1.5% |
| 30D | +7.4% | +15.7% | -8.3% | +0.2% |
| 3M | -5.9% | -2.0% | -3.9% | -5.8% |
| 6M | +5.6% | +10.4% | -4.8% | -0.7% |
| YTD | +4.8% | -14.2% | +19.1% | +8.5% |
| 1Y | +6.9% | -7.8% | +14.7% | +6.4% |
| 3Y | +27.6% | +41.4% | -13.8% | -0.7% |
| 5Y | +45.8% | +83.7% | -37.9% | -4.4% |
| All | +325.3% | +944.1% | -618.9% | +16.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling