+90.1%
RF vs ARES
+105.6%
-15.5%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.9% | +0.3% |
| 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% | +3.6% |
| 6M | +11.5% | +23.5% | -12.0% | +0.1% |
| YTD | +15.6% | -11.2% | +26.8% | +18.6% |
| 1Y | +15.7% | -19.3% | +35.0% | +23.2% |
| 3Y | +86.9% | +48.7% | +38.2% | +46.1% |
| All | +90.1% | +105.6% | -15.5% | +25.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling