+156.4%
MAR vs ARES
+105.3%
+51.1%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.1% | -1.2% | -1.9% |
| 7D | -1.7% | -0.3% | -1.4% | -1.6% |
| 30D | -6.9% | +1.3% | -8.2% | -7.6% |
| 3M | -15.8% | +10.4% | -26.2% | -19.8% |
| 6M | +1.9% | +29.0% | -27.1% | -9.7% |
| YTD | +6.6% | -12.2% | +18.8% | +9.5% |
| 1Y | +23.7% | -18.4% | +42.1% | +30.0% |
| 3Y | +64.6% | +43.2% | +21.4% | +29.5% |
| 5Y | +156.4% | +102.6% | +53.8% | +66.4% |
| All | +156.4% | +105.3% | +51.1% | +66.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling