+443.8%
LLY vs ARES
+83.4%
+360.5%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.2% | -1.0% | -0.8% |
| 7D | -4.5% | +4.5% | -9.0% | -5.2% |
| 30D | +13.9% | +15.7% | -1.8% | +11.2% |
| 3M | +13.8% | -2.0% | +15.8% | +13.9% |
| 6M | +37.6% | +10.4% | +27.2% | +34.5% |
| YTD | +26.6% | -14.2% | +40.8% | +28.7% |
| 1Y | +45.3% | -7.8% | +53.1% | +45.5% |
| 3Y | +132.2% | +41.4% | +90.8% | +113.2% |
| All | +443.8% | +83.4% | +360.5% | +369.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling