+2,339.6%
LLY vs ARES
+1,196.0%
+1,143.6%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | +0.1% | -0.7% |
| 7D | -2.1% | -1.7% | -0.5% | -1.9% |
| 30D | -1.6% | +0.3% | -1.9% | -1.7% |
| 3M | +2.3% | +8.5% | -6.2% | +0.3% |
| 6M | +14.9% | +23.5% | -8.6% | +9.3% |
| YTD | +7.5% | -11.2% | +18.7% | +8.5% |
| 1Y | +55.7% | -19.3% | +75.0% | +59.5% |
| 3Y | +110.6% | +48.7% | +61.9% | +89.0% |
| 5Y | +363.4% | +106.5% | +256.9% | +280.5% |
| 10Y | +1,649.0% | +1,055.3% | +593.6% | +982.0% |
| All | +2,339.6% | +1,196.0% | +1,143.6% | +1,361.8% |
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 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