+765.0%
PLTR vs ARES
+37.4%
+727.6%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.2% | +3.3% | +3.4% |
| 7D | -12.9% | +4.5% | -17.4% | -15.5% |
| 30D | -17.4% | +15.7% | -33.1% | -25.1% |
| 3M | +2.9% | -2.0% | +4.9% | +3.5% |
| 6M | +19.9% | +10.4% | +9.5% | +11.1% |
| YTD | -9.8% | -14.2% | +4.5% | -2.5% |
| 1Y | -8.4% | -7.8% | -0.6% | -7.5% |
| 3Y | +765.0% | +41.4% | +723.7% | +436.2% |
| All | +765.0% | +37.4% | +727.6% | +436.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling