+51.9%
QCOM vs ARES
+40.9%
+11.1%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.1% | +2.8% | +2.3% |
| 7D | +2.0% | +0.8% | +1.2% | +1.7% |
| 30D | +1.2% | +16.7% | -15.5% | -6.1% |
| 3M | +9.1% | -2.6% | +11.8% | +10.0% |
| 6M | -25.0% | +13.0% | -37.9% | -30.0% |
| YTD | +4.8% | -11.7% | +16.6% | +9.6% |
| 1Y | +3.6% | -6.7% | +10.3% | +4.8% |
| All | +51.9% | +40.9% | +11.1% | +31.0% |
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 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