+929.1%
META vs ARES
+1,196.0%
-266.9%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.0% | +2.0% | +1.4% |
| 7D | +6.7% | -1.7% | +8.4% | +7.3% |
| 30D | +4.8% | +0.3% | +4.5% | +4.6% |
| 3M | -1.6% | +8.5% | -10.1% | -4.9% |
| 6M | -7.5% | +23.5% | -30.9% | -15.8% |
| YTD | -6.4% | -11.2% | +4.8% | -4.6% |
| 1Y | -17.3% | -19.3% | +1.9% | -13.2% |
| 3Y | +109.9% | +48.7% | +61.3% | +72.6% |
| 5Y | +65.4% | +106.5% | -41.2% | +19.4% |
| 10Y | +391.8% | +1,055.3% | -663.5% | +146.0% |
| All | +929.1% | +1,196.0% | -266.9% | +413.6% |
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