+1,493.0%
MSCI vs ARES
+1,196.0%
+297.1%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.7% | +0.1% |
| 7D | +0.4% | -1.7% | +2.1% | +1.0% |
| 30D | +0.6% | +0.3% | +0.3% | +0.3% |
| 3M | -7.1% | +8.5% | -15.6% | -10.5% |
| 6M | +0.8% | +23.5% | -22.6% | -8.2% |
| YTD | +1.0% | -11.2% | +12.2% | +2.9% |
| 1Y | +4.3% | -19.3% | +23.6% | +9.3% |
| 3Y | +9.9% | +48.7% | -38.7% | -13.1% |
| 5Y | -6.8% | +106.5% | -113.3% | -36.1% |
| 10Y | +614.7% | +1,055.3% | -440.7% | +221.5% |
| All | +1,493.0% | +1,196.0% | +297.1% | +597.8% |
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