+318.3%
ITW vs ARES
+1,181.8%
-863.5%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.1% | +0.6% | -0.2% |
| 7D | -0.4% | -0.3% | -0.1% | -0.4% |
| 30D | -9.4% | +1.3% | -10.7% | -9.9% |
| 3M | +7.1% | +10.4% | -3.3% | +3.7% |
| 6M | -1.9% | +29.0% | -30.9% | -9.9% |
| YTD | +10.4% | -12.2% | +22.6% | +12.2% |
| 1Y | +3.3% | -18.4% | +21.7% | +6.7% |
| 3Y | +21.0% | +43.2% | -22.2% | +1.8% |
| 5Y | +36.3% | +102.6% | -66.3% | -0.5% |
| 10Y | +185.8% | +1,029.6% | -843.8% | +35.0% |
| All | +318.3% | +1,181.8% | -863.5% | +89.5% |
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