+2,053.0%
LLY vs ARES
+1,100.6%
+952.4%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.3% | +2.6% | 0.0% |
| 7D | +4.6% | -0.3% | +4.9% | +4.7% |
| 30D | +22.4% | +15.3% | +7.1% | +18.9% |
| 3M | +17.1% | -5.4% | +22.5% | +18.2% |
| 6M | +44.6% | +10.0% | +34.6% | +40.7% |
| YTD | +33.5% | -14.7% | +48.1% | +35.9% |
| 1Y | +41.1% | -9.7% | +50.8% | +41.6% |
| 3Y | +143.8% | +35.8% | +107.9% | +119.2% |
| 5Y | +473.4% | +80.9% | +392.5% | +370.6% |
| All | +2,053.0% | +1,100.6% | +952.4% | +1,147.8% |
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 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