+34.9%
LQD vs ARES
+1,157.9%
-1,123.0%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.0% | -1.2% | -0.3% |
| 7D | -1.6% | +0.5% | -2.1% | -1.7% |
| 30D | +0.5% | +19.7% | -19.1% | -0.4% |
| 3M | -2.3% | -9.0% | +6.7% | -1.9% |
| 6M | -3.1% | +11.5% | -14.6% | -3.7% |
| YTD | -3.0% | -13.8% | +10.9% | -2.7% |
| 1Y | -2.6% | -5.6% | +3.0% | -2.7% |
| 3Y | +15.2% | +36.1% | -20.9% | +11.8% |
| 5Y | -5.2% | +82.7% | -87.8% | -10.2% |
| 10Y | +24.6% | +1,101.7% | -1,077.1% | +12.6% |
| All | +34.9% | +1,157.9% | -1,123.0% | +22.2% |
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 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