+2,291.8%
QLD vs ARES
+1,149.6%
+1,142.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.7% | -2.3% | -10.4% | -11.2% |
| 7D | -18.6% | +4.9% | -23.5% | -21.2% |
| 30D | -28.3% | +13.6% | -41.9% | -34.5% |
| 3M | -20.4% | -3.3% | -17.1% | -19.5% |
| 6M | -14.3% | +11.0% | -25.3% | -21.6% |
| YTD | +2.8% | -14.4% | +17.2% | +8.1% |
| 1Y | -1.2% | -9.1% | +7.9% | -0.7% |
| 3Y | +135.3% | +37.1% | +98.2% | +76.1% |
| 5Y | +62.6% | +83.3% | -20.7% | +1.6% |
| 10Y | +1,384.3% | +1,201.6% | +182.7% | +314.4% |
| All | +2,291.8% | +1,149.6% | +1,142.2% | +543.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling