+64.1%
MSFT vs ARES
+83.4%
-19.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.2% | -1.2% | -1.1% |
| 7D | +1.7% | +4.5% | -2.9% | +0.1% |
| 30D | +0.2% | +15.7% | -15.6% | -5.0% |
| 3M | +6.4% | -2.0% | +8.4% | +6.7% |
| 6M | +28.7% | +10.4% | +18.3% | +23.0% |
| YTD | +10.4% | -14.2% | +24.6% | +14.1% |
| 1Y | +7.6% | -7.8% | +15.4% | +7.7% |
| 3Y | +52.3% | +41.4% | +10.9% | +19.0% |
| All | +64.1% | +83.4% | -19.3% | +7.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling