+1,020.8%
ISRG vs ARES
+1,152.0%
-131.2%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.2% | -3.5% | -3.4% |
| 7D | +4.8% | +4.5% | +0.3% | +3.2% |
| 30D | +9.2% | +15.7% | -6.5% | +3.5% |
| 3M | +21.2% | -2.0% | +23.2% | +21.7% |
| 6M | +0.2% | +10.4% | -10.2% | -4.3% |
| YTD | -20.1% | -14.2% | -5.8% | -17.5% |
| 1Y | -17.3% | -7.8% | -9.6% | -17.3% |
| 3Y | +63.3% | +41.4% | +21.9% | +35.3% |
| 5Y | +24.1% | +83.7% | -59.6% | -9.0% |
| 10Y | +507.0% | +1,204.1% | -697.1% | +184.1% |
| All | +1,020.8% | +1,152.0% | -131.2% | +422.3% |
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