+1,631.1%
QLD vs ARES
+1,062.4%
+568.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.0% | +1.3% | +1.0% |
| 7D | +0.6% | -1.7% | +2.2% | +1.8% |
| 30D | -0.1% | +0.3% | -0.4% | -0.7% |
| 3M | -8.4% | +8.5% | -16.8% | -14.5% |
| 6M | +32.2% | +23.5% | +8.7% | +9.9% |
| YTD | +28.9% | -11.2% | +40.1% | +33.6% |
| 1Y | +43.8% | -19.3% | +63.1% | +58.0% |
| 3Y | +176.6% | +48.7% | +127.9% | +87.1% |
| 5Y | +121.6% | +106.5% | +15.0% | +18.9% |
| All | +1,631.1% | +1,062.4% | +568.7% | +336.5% |
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