+534.7%
QQQ vs ARES
+1,112.4%
-577.8%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.0% | -2.2% | -1.6% |
| 7D | +3.6% | +0.5% | +3.2% | +3.4% |
| 30D | -6.7% | +19.7% | -26.4% | -13.0% |
| 3M | -7.0% | -9.0% | +1.9% | -4.2% |
| 6M | -4.7% | +11.5% | -16.2% | -9.7% |
| YTD | +11.1% | -13.8% | +24.9% | +14.0% |
| 1Y | +12.3% | -5.6% | +17.9% | +10.9% |
| 3Y | +83.3% | +36.1% | +47.2% | +51.4% |
| 5Y | +77.5% | +82.7% | -5.2% | +26.3% |
| All | +534.7% | +1,112.4% | -577.8% | +175.3% |
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 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