+40.2%
LUV vs ARES
+38.2%
+2.1%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.1% | +3.1% | +1.2% |
| 7D | +0.7% | -2.7% | +3.3% | +1.7% |
| 30D | -13.4% | -2.4% | -11.1% | -12.8% |
| 3M | -9.6% | +3.9% | -13.5% | -11.4% |
| 6M | -8.9% | +26.4% | -35.3% | -17.8% |
| YTD | -5.2% | -14.9% | +9.7% | -0.9% |
| 1Y | +27.0% | -20.4% | +47.5% | +35.8% |
| All | +40.2% | +38.2% | +2.1% | +18.8% |
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