+428.8%
MAR vs ARES
+1,002.2%
-573.4%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.1% | +3.9% | +1.9% |
| 7D | -0.5% | -2.7% | +2.2% | +0.4% |
| 30D | -4.7% | -2.4% | -2.3% | -4.1% |
| 3M | -15.6% | +3.9% | -19.5% | -17.6% |
| 6M | +1.2% | +26.4% | -25.2% | -8.7% |
| YTD | +7.5% | -14.9% | +22.4% | +10.8% |
| 1Y | +26.6% | -20.4% | +47.0% | +32.9% |
| 3Y | +66.0% | +38.8% | +27.2% | +38.3% |
| 5Y | +154.1% | +97.0% | +57.1% | +81.1% |
| All | +428.8% | +1,002.2% | -573.4% | +156.9% |
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