+1,553.7%
MSFT vs ARES
+1,204.3%
+349.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +4.2% | -1.4% | +1.4% |
| 7D | +7.5% | +5.0% | +2.5% | +5.8% |
| 30D | +1.9% | +19.1% | -17.2% | -4.0% |
| 3M | +9.2% | +3.1% | +6.2% | +7.8% |
| 6M | +31.9% | +12.9% | +19.0% | +25.5% |
| YTD | +13.4% | -10.7% | +24.1% | +15.0% |
| 1Y | +10.6% | -5.5% | +16.2% | +9.7% |
| 3Y | +54.7% | +45.0% | +9.7% | +27.2% |
| 5Y | +69.1% | +87.4% | -18.3% | +23.4% |
| 10Y | +920.4% | +1,267.4% | -347.0% | +352.2% |
| All | +1,553.7% | +1,204.3% | +349.3% | +614.5% |
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 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