+18.7%
ON vs ARES
+90.6%
-71.8%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | +4.2% | +5.0% | +6.6% |
| 7D | -1.4% | +5.0% | -6.4% | -4.4% |
| 30D | -10.9% | +19.1% | -29.9% | -20.6% |
| 3M | -14.9% | +3.1% | -17.9% | -17.3% |
| 6M | -33.0% | +12.9% | -45.9% | -39.1% |
| YTD | +27.6% | -10.7% | +38.3% | +31.7% |
| 1Y | +44.5% | -5.5% | +50.0% | +42.1% |
| 3Y | +7.4% | +45.0% | -37.6% | -30.0% |
| 5Y | +18.7% | +87.4% | -68.6% | -43.5% |
| All | +18.7% | +90.6% | -71.8% | -43.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling