+346.5%
RF vs ARES
+1,062.4%
-715.9%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.9% | +0.4% |
| 7D | +1.3% | -1.7% | +3.0% | +2.0% |
| 30D | -3.6% | +0.3% | -3.9% | -4.0% |
| 3M | +8.1% | +8.5% | -0.4% | +3.1% |
| 6M | +11.5% | +23.5% | -12.0% | -1.0% |
| YTD | +15.6% | -11.2% | +26.8% | +18.0% |
| 1Y | +15.7% | -19.3% | +35.0% | +22.7% |
| 3Y | +86.9% | +48.7% | +38.2% | +43.6% |
| 5Y | +89.8% | +106.5% | -16.7% | +19.8% |
| All | +346.5% | +1,062.4% | -715.9% | +48.0% |
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