+558.6%
QQQ vs ARES
+979.8%
-421.3%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.8% | +0.1% | +0.6% |
| 7D | -0.6% | -6.1% | +5.5% | +1.7% |
| 30D | -1.2% | -7.5% | +6.3% | +1.4% |
| 3M | -0.2% | +0.1% | -0.3% | -0.9% |
| 6M | +17.9% | +30.3% | -12.4% | +5.4% |
| YTD | +16.6% | -16.6% | +33.3% | +21.5% |
| 1Y | +23.0% | -26.1% | +49.1% | +33.3% |
| 3Y | +92.9% | +36.4% | +56.5% | +60.8% |
| 5Y | +95.6% | +95.0% | +0.6% | +38.8% |
| All | +558.6% | +979.8% | -421.3% | +209.4% |
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