+154.7%
QLD vs ARES
+43.8%
+110.9%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +4.2% | +2.6% | +4.3% |
| 7D | -1.4% | +5.0% | -6.4% | -4.1% |
| 30D | -19.6% | +19.1% | -38.7% | -27.8% |
| 3M | -14.1% | +3.1% | -17.2% | -16.2% |
| 6M | -13.6% | +12.9% | -26.5% | -20.8% |
| YTD | +12.5% | -10.7% | +23.2% | +18.4% |
| 1Y | +13.1% | -5.5% | +18.7% | +13.4% |
| 3Y | +154.7% | +45.0% | +109.7% | +100.7% |
| All | +154.7% | +43.8% | +110.9% | +100.7% |
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