+746.3%
MA vs ARES
+1,196.0%
-449.7%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.0% | -0.1% | -0.8% |
| 7D | -2.7% | -1.7% | -1.0% | -2.2% |
| 30D | +1.5% | +0.3% | +1.3% | +1.3% |
| 3M | +20.4% | +8.5% | +12.0% | +16.5% |
| 6M | +11.1% | +23.5% | -12.3% | +2.1% |
| YTD | +2.0% | -11.2% | +13.2% | +3.4% |
| 1Y | -2.2% | -19.3% | +17.1% | +1.8% |
| 3Y | +41.9% | +48.7% | -6.8% | +15.0% |
| 5Y | +75.4% | +106.5% | -31.2% | +22.6% |
| 10Y | +527.5% | +1,055.3% | -527.8% | +178.5% |
| All | +746.3% | +1,196.0% | -449.7% | +259.8% |
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 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