+156.4%
O vs ARES
+1,204.3%
-1,048.0%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.2% | -3.4% | 0.0% |
| 7D | +3.3% | +5.0% | -1.6% | +2.4% |
| 30D | +10.3% | +19.1% | -8.7% | +6.8% |
| 3M | -3.5% | +3.1% | -6.5% | -4.2% |
| 6M | -1.3% | +12.9% | -14.1% | -4.1% |
| YTD | +10.3% | -10.7% | +21.0% | +11.0% |
| 1Y | +10.4% | -5.5% | +15.9% | +9.7% |
| 3Y | +40.0% | +45.0% | -5.0% | +21.4% |
| 5Y | +12.4% | +87.4% | -75.0% | -11.0% |
| 10Y | +78.2% | +1,267.4% | -1,189.2% | +5.1% |
| All | +156.4% | +1,204.3% | -1,048.0% | +54.1% |
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