+82.1%
QLD vs ARES
+82.0%
+0.1%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.0% | -3.5% | -3.2% |
| 7D | +7.0% | +0.5% | +6.5% | +6.6% |
| 30D | -14.3% | +19.7% | -34.0% | -25.9% |
| 3M | -16.0% | -9.0% | -7.0% | -10.6% |
| 6M | -14.2% | +11.5% | -25.8% | -23.4% |
| YTD | +12.8% | -13.8% | +26.6% | +19.8% |
| 1Y | +14.1% | -5.6% | +19.6% | +10.9% |
| 3Y | +146.0% | +36.1% | +109.8% | +57.8% |
| All | +82.1% | +82.0% | +0.1% | -16.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling