+765.1%
ORLY vs ARES
+1,181.8%
-416.7%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.1% | -1.2% | -2.1% |
| 7D | -2.3% | -0.3% | -2.0% | -2.3% |
| 30D | -8.2% | +1.3% | -9.5% | -8.4% |
| 3M | -3.5% | +10.4% | -13.9% | -5.5% |
| 6M | -9.2% | +29.0% | -38.2% | -13.8% |
| YTD | -5.8% | -12.2% | +6.4% | -4.8% |
| 1Y | -19.3% | -18.4% | -0.8% | -17.6% |
| 3Y | +34.4% | +43.2% | -8.7% | +18.5% |
| 5Y | +117.8% | +102.6% | +15.3% | +72.7% |
| 10Y | +356.9% | +1,029.6% | -672.7% | +171.0% |
| All | +765.1% | +1,181.8% | -416.7% | +403.2% |
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