+65.4%
PYPL vs ARES
+1,074.4%
-1,009.0%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +4.2% | -2.8% | -0.4% |
| 7D | +2.2% | +5.0% | -2.8% | 0.0% |
| 30D | +8.1% | +19.1% | -10.9% | +0.1% |
| 3M | +1.9% | +3.1% | -1.2% | +0.1% |
| 6M | +33.1% | +12.9% | +20.3% | +24.8% |
| YTD | +3.8% | -10.7% | +14.4% | +6.5% |
| 1Y | -8.3% | -5.5% | -2.8% | -8.4% |
| 3Y | +11.9% | +45.0% | -33.1% | -10.5% |
| 5Y | -70.4% | +87.4% | -157.8% | -79.3% |
| 10Y | +47.2% | +1,267.4% | -1,220.3% | -39.1% |
| All | +65.4% | +1,074.4% | -1,009.0% | -29.1% |
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