+1,351.8%
QLD vs ARES
+1,191.6%
+160.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.2% | +2.4% | +2.4% |
| 7D | -10.3% | +4.5% | -14.8% | -13.3% |
| 30D | -26.1% | +15.7% | -41.8% | -34.0% |
| 3M | -17.8% | -2.0% | -15.7% | -17.6% |
| 6M | -15.6% | +10.4% | -26.0% | -23.4% |
| YTD | +5.4% | -14.2% | +19.6% | +11.0% |
| 1Y | +5.2% | -7.8% | +13.0% | +4.2% |
| 3Y | +139.4% | +41.4% | +98.1% | +64.9% |
| 5Y | +66.7% | +83.7% | -17.0% | -5.8% |
| All | +1,351.8% | +1,191.6% | +160.2% | +255.6% |
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 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