+119.6%
RF vs ARES
+43.8%
+75.8%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +4.2% | -2.0% | +0.7% |
| 7D | -0.1% | +5.0% | -5.1% | -1.9% |
| 30D | +7.0% | +19.1% | -12.0% | +0.6% |
| 3M | -7.0% | +3.1% | -10.1% | -8.4% |
| 6M | +6.8% | +12.9% | -6.1% | +1.2% |
| YTD | +9.9% | -10.7% | +20.6% | +13.1% |
| 1Y | +21.1% | -5.5% | +26.7% | +21.1% |
| 3Y | +119.6% | +45.0% | +74.6% | +95.7% |
| All | +119.6% | +43.8% | +75.8% | +95.7% |
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