+22.2%
LQD vs ARES
+979.8%
-957.7%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.8% | -0.1% |
| 7D | -1.1% | -6.1% | +5.0% | -0.7% |
| 30D | -1.3% | -7.5% | +6.2% | -0.9% |
| 3M | -3.2% | +0.1% | -3.3% | -3.3% |
| 6M | -2.1% | +30.3% | -32.4% | -3.8% |
| YTD | -2.4% | -16.6% | +14.3% | -1.7% |
| 1Y | -2.7% | -26.1% | +23.4% | -1.4% |
| 3Y | +14.2% | +36.4% | -22.2% | +10.2% |
| 5Y | -5.8% | +95.0% | -100.8% | -12.0% |
| All | +22.2% | +979.8% | -957.7% | +8.2% |
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