+291.3%
IR vs ARES
+980.8%
-689.5%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +1.3% |
| 6M | -16.8% | +23.5% | -40.3% | -26.0% |
| YTD | -3.5% | -11.2% | +7.7% | -1.2% |
| 1Y | -3.5% | -19.3% | +15.8% | +2.6% |
| 3Y | +9.5% | +48.7% | -39.2% | -16.5% |
| 5Y | +45.1% | +106.5% | -61.5% | -9.8% |
| All | +291.3% | +980.8% | -689.5% | +6.3% |
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