+859.1%
NDAQ vs ARES
+1,196.0%
-336.9%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.0% | -0.9% | -1.6% |
| 7D | -2.4% | -1.7% | -0.8% | -1.9% |
| 30D | +2.5% | +0.3% | +2.2% | +2.2% |
| 3M | +9.9% | +8.5% | +1.4% | +6.7% |
| 6M | +9.4% | +23.5% | -14.0% | +1.2% |
| YTD | +0.4% | -11.2% | +11.6% | +2.5% |
| 1Y | +4.0% | -19.3% | +23.3% | +8.8% |
| 3Y | +94.4% | +48.7% | +45.7% | +63.8% |
| 5Y | +56.7% | +106.5% | -49.8% | +16.1% |
| 10Y | +375.3% | +1,055.3% | -680.0% | +136.5% |
| All | +859.1% | +1,196.0% | -336.9% | +360.2% |
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 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