+161.4%
O vs ARES
+1,196.0%
-1,034.6%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.0% | +0.2% | -0.6% |
| 7D | -0.7% | -1.7% | +0.9% | -0.5% |
| 30D | -1.9% | +0.3% | -2.2% | -2.0% |
| 3M | +3.8% | +8.5% | -4.6% | +1.9% |
| 6M | -4.7% | +23.5% | -28.2% | -9.3% |
| YTD | +12.5% | -11.2% | +23.7% | +13.5% |
| 1Y | +10.8% | -19.3% | +30.1% | +13.6% |
| 3Y | +28.8% | +48.7% | -19.9% | +11.0% |
| 5Y | +13.2% | +106.5% | -93.3% | -12.4% |
| 10Y | +53.5% | +1,055.3% | -1,001.9% | -9.2% |
| All | +161.4% | +1,196.0% | -1,034.6% | +57.5% |
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