+322.8%
RF vs ARES
+1,152.0%
-829.3%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.5% | -0.4% |
| 7D | -0.9% | +4.5% | -5.5% | -2.8% |
| 30D | +6.0% | +15.7% | -9.7% | -0.4% |
| 3M | -8.9% | -2.0% | -6.9% | -8.6% |
| 6M | +2.3% | +10.4% | -8.1% | -3.3% |
| YTD | +7.6% | -14.2% | +21.8% | +10.9% |
| 1Y | +21.2% | -7.8% | +28.9% | +20.7% |
| 3Y | +108.5% | +41.4% | +67.1% | +67.6% |
| 5Y | +43.2% | +83.7% | -40.4% | -0.5% |
| 10Y | +288.1% | +1,204.1% | -916.0% | +39.9% |
| All | +322.8% | +1,152.0% | -829.3% | +44.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling