+46.3%
LYB vs ARES
+979.8%
-933.5%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.8% | -1.7% | -1.2% |
| 7D | +0.3% | -6.1% | +6.3% | +2.5% |
| 30D | +2.5% | -7.5% | +10.0% | +5.0% |
| 3M | +1.4% | +0.1% | +1.3% | +0.2% |
| 6M | -3.5% | +30.3% | -33.8% | -15.2% |
| YTD | +52.0% | -16.6% | +68.6% | +57.5% |
| 1Y | +22.1% | -26.1% | +48.2% | +32.0% |
| 3Y | -22.8% | +36.4% | -59.2% | -37.9% |
| 5Y | -3.4% | +95.0% | -98.3% | -36.6% |
| All | +46.3% | +979.8% | -933.5% | -48.4% |
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