+263.7%
QCOM vs ARES
+1,045.9%
-782.1%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -1.1% | +4.3% | +3.7% |
| 7D | +5.1% | -0.3% | +5.4% | +5.2% |
| 30D | +4.3% | +1.3% | +3.0% | +3.5% |
| 3M | -19.6% | +10.4% | -30.0% | -23.5% |
| 6M | +29.5% | +29.0% | +0.5% | +14.0% |
| YTD | +3.4% | -12.2% | +15.6% | +7.2% |
| 1Y | +10.9% | -18.4% | +29.4% | +18.0% |
| 3Y | +74.8% | +43.2% | +31.6% | +42.3% |
| 5Y | +36.2% | +102.6% | -66.4% | -6.1% |
| 10Y | +263.7% | +1,029.6% | -765.9% | +68.0% |
| All | +263.7% | +1,045.9% | -782.1% | +68.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling