+61.9%
PYPL vs ARES
+1,072.9%
-1,011.0%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.1% | -2.0% | -2.1% |
| 7D | +1.0% | +8.1% | -7.1% | -2.4% |
| 30D | +5.9% | +18.9% | -13.1% | -1.9% |
| 3M | -0.2% | +2.3% | -2.6% | -1.7% |
| 6M | +30.3% | +12.7% | +17.6% | +22.2% |
| YTD | +1.6% | -10.8% | +12.3% | +4.3% |
| 1Y | -10.3% | -5.3% | -5.0% | -10.5% |
| 3Y | +8.5% | +42.0% | -33.5% | -12.4% |
| 5Y | -71.0% | +88.3% | -159.2% | -79.7% |
| 10Y | +46.9% | +1,148.2% | -1,101.3% | -38.5% |
| All | +61.9% | +1,072.9% | -1,011.0% | -30.6% |
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