+216.5%
QCOM vs ARES
+1,191.6%
-975.1%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.2% | +5.3% | +5.4% |
| 7D | +0.4% | +4.5% | -4.2% | -1.6% |
| 30D | -6.6% | +15.7% | -22.4% | -12.8% |
| 3M | +3.7% | -2.0% | +5.7% | +4.1% |
| 6M | -13.3% | +10.4% | -23.7% | -18.1% |
| YTD | -1.8% | -14.2% | +12.4% | +2.8% |
| 1Y | -2.5% | -7.8% | +5.3% | -1.6% |
| 3Y | +47.0% | +41.4% | +5.6% | +19.5% |
| 5Y | +13.1% | +83.7% | -70.6% | -20.1% |
| All | +216.5% | +1,191.6% | -975.1% | +43.5% |
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