+119.5%
RF vs ARES
+37.5%
+82.0%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.0% | +0.2% | +0.9% |
| 7D | +1.9% | +0.5% | +1.5% | +1.7% |
| 30D | +7.3% | +19.7% | -12.3% | +0.7% |
| 3M | -7.9% | -9.0% | +1.1% | -5.2% |
| 6M | +10.5% | +11.5% | -1.0% | +5.0% |
| YTD | +9.6% | -13.8% | +23.5% | +14.2% |
| 1Y | +20.3% | -5.6% | +25.9% | +19.8% |
| 3Y | +119.5% | +36.1% | +83.4% | +98.3% |
| All | +119.5% | +37.5% | +82.0% | +98.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling