+1,682.1%
MSCI vs ARES
+1,152.0%
+530.1%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.2% | -2.5% | -2.3% |
| 7D | +2.8% | +4.5% | -1.7% | +1.2% |
| 30D | +15.4% | +15.7% | -0.3% | +9.5% |
| 3M | +13.4% | -2.0% | +15.4% | +13.9% |
| 6M | +10.9% | +10.4% | +0.5% | +5.8% |
| YTD | +13.0% | -14.2% | +27.2% | +16.4% |
| 1Y | +12.0% | -7.8% | +19.8% | +11.9% |
| 3Y | +34.1% | +41.4% | -7.3% | +8.0% |
| 5Y | +3.9% | +83.7% | -79.8% | -26.0% |
| 10Y | +802.0% | +1,204.1% | -402.1% | +305.4% |
| All | +1,682.1% | +1,152.0% | +530.1% | +689.3% |
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