+754.3%
QQQ vs ARES
+1,157.9%
-403.6%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.0% | -2.2% | -1.5% |
| 7D | +3.6% | +0.5% | +3.2% | +3.4% |
| 30D | -6.7% | +19.7% | -26.4% | -12.3% |
| 3M | -7.0% | -9.0% | +1.9% | -4.5% |
| 6M | -4.7% | +11.5% | -16.2% | -9.1% |
| YTD | +11.1% | -13.8% | +24.9% | +13.7% |
| 1Y | +12.3% | -5.6% | +17.9% | +11.1% |
| 3Y | +83.3% | +36.1% | +47.2% | +56.2% |
| 5Y | +77.5% | +82.7% | -5.2% | +33.5% |
| 10Y | +528.3% | +1,101.7% | -573.4% | +207.7% |
| All | +754.3% | +1,157.9% | -403.6% | +305.5% |
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