+992.9%
NDAQ vs ARES
+1,202.8%
-209.9%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.1% | +1.5% | +1.4% |
| 7D | +2.9% | +8.1% | -5.3% | +0.3% |
| 30D | +17.5% | +18.9% | -1.5% | +11.3% |
| 3M | +15.4% | +2.3% | +13.1% | +14.3% |
| 6M | +24.6% | +12.7% | +11.9% | +19.2% |
| YTD | +14.4% | -10.8% | +25.2% | +16.4% |
| 1Y | +26.9% | -5.3% | +32.3% | +26.5% |
| 3Y | +119.8% | +42.0% | +77.8% | +88.0% |
| 5Y | +70.5% | +88.3% | -17.8% | +29.7% |
| 10Y | +475.8% | +1,148.2% | -672.4% | +184.0% |
| All | +992.9% | +1,202.8% | -209.9% | +422.8% |
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