+33.1%
ITW vs ARES
+37.5%
-4.4%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.0% | -0.7% | +0.1% |
| 7D | +2.3% | +0.5% | +1.9% | +2.2% |
| 30D | +6.7% | +19.7% | -13.0% | +3.5% |
| 3M | -0.5% | -9.0% | +8.4% | +0.9% |
| 6M | +16.4% | +11.5% | +4.9% | +13.7% |
| YTD | +19.0% | -13.8% | +32.8% | +21.6% |
| 1Y | +20.2% | -5.6% | +25.8% | +20.0% |
| 3Y | +33.1% | +36.1% | -3.0% | +27.8% |
| All | +33.1% | +37.5% | -4.4% | +27.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling