+37.2%
LQD vs ARES
+1,196.0%
-1,158.7%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +0.9% | 0.0% |
| 7D | -0.4% | -1.7% | +1.3% | -0.3% |
| 30D | -0.8% | +0.3% | -1.0% | -0.8% |
| 3M | -1.9% | +8.5% | -10.4% | -2.4% |
| 6M | -2.7% | +23.5% | -26.1% | -3.9% |
| YTD | -1.3% | -11.2% | +10.0% | -1.0% |
| 1Y | 0.0% | -19.3% | +19.3% | +0.6% |
| 3Y | +14.9% | +48.7% | -33.8% | +11.1% |
| 5Y | -4.6% | +106.5% | -111.1% | -10.0% |
| 10Y | +22.0% | +1,055.3% | -1,033.3% | +10.2% |
| All | +37.2% | +1,196.0% | -1,158.7% | +24.3% |
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