+111.7%
MTUM vs ARES
+34.3%
+77.4%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.8% | +0.8% | -1.1% |
| 7D | +1.2% | -7.7% | +8.9% | +3.8% |
| 30D | -1.7% | -8.7% | +7.0% | +1.0% |
| 3M | -0.5% | +2.8% | -3.3% | -2.1% |
| 6M | +22.3% | +23.1% | -0.7% | +12.2% |
| YTD | +21.4% | -17.3% | +38.6% | +27.9% |
| 1Y | +20.0% | -24.3% | +44.3% | +30.5% |
| All | +111.7% | +34.3% | +77.4% | +81.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling