+84.6%
LUV vs ARES
+1,142.5%
-1,057.9%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.1% | +3.1% | +1.1% |
| 7D | +0.7% | -2.7% | +3.3% | +1.6% |
| 30D | -13.4% | -2.4% | -11.1% | -12.8% |
| 3M | -9.6% | +3.9% | -13.5% | -11.3% |
| 6M | -8.9% | +26.4% | -35.3% | -17.0% |
| YTD | -5.2% | -14.9% | +9.7% | -1.6% |
| 1Y | +27.0% | -20.4% | +47.5% | +34.5% |
| 3Y | +39.6% | +38.8% | +0.9% | +18.9% |
| 5Y | -14.4% | +97.0% | -111.4% | -37.2% |
| 10Y | +17.3% | +999.8% | -982.5% | -43.8% |
| All | +84.6% | +1,142.5% | -1,057.9% | -15.5% |
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