+494.5%
MTUM vs ARES
+1,181.8%
-687.3%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.1% | +2.3% | +1.6% |
| 7D | +4.1% | -0.3% | +4.4% | +4.2% |
| 30D | -0.2% | +1.3% | -1.5% | -0.8% |
| 3M | -1.9% | +10.4% | -12.3% | -5.5% |
| 6M | +28.1% | +29.0% | -0.9% | +16.6% |
| YTD | +23.6% | -12.2% | +35.8% | +25.9% |
| 1Y | +26.1% | -18.4% | +44.6% | +30.9% |
| 3Y | +116.8% | +43.2% | +73.7% | +85.9% |
| 5Y | +80.0% | +102.6% | -22.6% | +35.2% |
| 10Y | +346.4% | +1,029.6% | -683.2% | +131.9% |
| All | +494.5% | +1,181.8% | -687.3% | +201.6% |
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