+510.0%
LOW vs ARES
+1,157.9%
-647.9%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.0% | -0.9% | -0.2% |
| 7D | +1.4% | +0.5% | +0.9% | +1.3% |
| 30D | +21.7% | +19.7% | +2.0% | +15.7% |
| 3M | +5.0% | -9.0% | +14.0% | +7.8% |
| 6M | +4.6% | +11.5% | -6.9% | +0.7% |
| YTD | -3.5% | -13.8% | +10.3% | -1.3% |
| 1Y | +0.5% | -5.6% | +6.1% | -0.1% |
| 3Y | +24.8% | +36.1% | -11.3% | +6.7% |
| 5Y | +6.5% | +82.7% | -76.2% | -19.6% |
| 10Y | +294.6% | +1,101.7% | -807.1% | +93.6% |
| All | +510.0% | +1,157.9% | -647.9% | +187.9% |
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