+239.8%
RF vs ARES
+1,270.2%
-1,030.4%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.7% | -0.7% |
| 7D | +0.3% | +8.1% | -7.8% | -3.2% |
| 30D | +6.2% | +18.9% | -12.8% | -2.0% |
| 3M | -7.8% | +2.3% | -10.2% | -9.4% |
| 6M | +5.9% | +12.7% | -6.8% | -1.3% |
| YTD | +9.0% | -10.8% | +19.8% | +10.8% |
| 1Y | +19.3% | -5.3% | +24.6% | +17.3% |
| 3Y | +116.4% | +42.0% | +74.4% | +68.4% |
| 5Y | +46.0% | +88.3% | -42.2% | -4.9% |
| 10Y | +239.8% | +1,148.2% | -908.4% | +11.3% |
| All | +239.8% | +1,270.2% | -1,030.4% | +11.3% |
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