+31.7%
LYB vs ARES
+1,107.9%
-1,076.2%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.8% | +2.5% | +0.6% |
| 7D | -0.7% | -7.7% | +7.0% | +1.9% |
| 30D | +1.5% | -8.7% | +10.3% | +4.3% |
| 3M | -0.3% | +2.8% | -3.1% | -2.3% |
| 6M | +0.1% | +23.1% | -23.0% | -9.6% |
| YTD | +53.4% | -17.3% | +70.7% | +58.9% |
| 1Y | +25.6% | -24.3% | +49.9% | +33.8% |
| 3Y | -21.3% | +34.9% | -56.2% | -35.0% |
| 5Y | -2.4% | +93.5% | -95.9% | -32.7% |
| 10Y | +48.8% | +969.2% | -920.4% | -40.9% |
| All | +31.7% | +1,107.9% | -1,076.2% | -53.1% |
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