+712.5%
MAR vs ARES
+1,145.6%
-433.0%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.3% | +2.3% | 0.0% |
| 7D | +1.8% | -0.3% | +2.1% | +1.8% |
| 30D | +14.3% | +15.3% | -1.0% | +8.9% |
| 3M | +20.0% | -5.4% | +25.4% | +21.6% |
| 6M | +21.7% | +10.0% | +11.7% | +16.2% |
| YTD | +37.7% | -14.7% | +52.4% | +41.1% |
| 1Y | +46.8% | -9.7% | +56.5% | +47.0% |
| 3Y | +121.0% | +35.8% | +85.2% | +88.2% |
| 5Y | +183.1% | +80.9% | +102.2% | +112.9% |
| 10Y | +532.4% | +1,089.9% | -557.5% | +200.2% |
| All | +712.5% | +1,145.6% | -433.0% | +266.6% |
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