+721.2%
MAR vs ARES
+1,188.6%
-467.4%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.1% | +1.3% | +0.6% |
| 7D | +1.0% | +0.8% | +0.3% | +0.7% |
| 30D | +16.2% | +16.7% | -0.5% | +10.3% |
| 3M | +23.1% | -2.6% | +25.7% | +23.5% |
| 6M | +22.0% | +13.0% | +9.0% | +15.4% |
| YTD | +39.2% | -11.7% | +50.9% | +41.0% |
| 1Y | +48.3% | -6.7% | +54.9% | +46.9% |
| 3Y | +123.4% | +40.5% | +82.9% | +88.1% |
| 5Y | +185.4% | +88.2% | +97.2% | +112.0% |
| 10Y | +539.2% | +1,131.0% | -591.8% | +200.1% |
| All | +721.2% | +1,188.6% | -467.4% | +266.5% |
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