+536.3%
ISRG vs ARES
+1,313.3%
-777.0%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +4.2% | -2.5% | 0.0% |
| 7D | +5.4% | +5.0% | +0.4% | +3.4% |
| 30D | +8.6% | +19.1% | -10.4% | +1.0% |
| 3M | +21.6% | +3.1% | +18.5% | +19.6% |
| 6M | +2.3% | +12.9% | -10.5% | -3.8% |
| YTD | -18.7% | -10.7% | -8.0% | -17.2% |
| 1Y | -17.8% | -5.5% | -12.2% | -18.6% |
| 3Y | +69.1% | +45.0% | +24.1% | +33.2% |
| 5Y | +26.5% | +87.4% | -60.9% | -14.1% |
| 10Y | +536.3% | +1,267.4% | -731.1% | +154.7% |
| All | +536.3% | +1,313.3% | -777.0% | +154.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling