-10.0%
LOW vs ARES
+34.3%
-44.3%
-30.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.8% | +1.8% | -0.5% |
| 7D | -2.6% | -7.7% | +5.1% | -1.1% |
| 30D | -11.1% | -8.7% | -2.4% | -9.6% |
| 3M | -8.5% | +2.8% | -11.3% | -9.2% |
| 6M | -20.8% | +23.1% | -43.9% | -24.4% |
| YTD | -17.2% | -17.3% | 0.0% | -14.9% |
| 1Y | -24.7% | -24.3% | -0.4% | -21.3% |
| All | -10.0% | +34.3% | -44.3% | -19.0% |
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