+802.5%
QQQ vs ARES
+1,196.0%
-393.5%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.0% | +1.1% | +0.5% |
| 7D | +0.4% | -1.7% | +2.0% | +0.9% |
| 30D | +0.2% | +0.3% | 0.0% | 0.0% |
| 3M | -2.8% | +8.5% | -11.3% | -5.9% |
| 6M | +18.0% | +23.5% | -5.5% | +8.4% |
| YTD | +17.3% | -11.2% | +28.5% | +19.4% |
| 1Y | +25.6% | -19.3% | +44.9% | +31.2% |
| 3Y | +93.7% | +48.7% | +45.1% | +60.6% |
| 5Y | +94.2% | +106.5% | -12.4% | +41.3% |
| 10Y | +557.9% | +1,055.3% | -497.5% | +222.5% |
| All | +802.5% | +1,196.0% | -393.5% | +325.8% |
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