+324.3%
RF vs ARES
+1,149.6%
-825.3%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.3% | +0.2% | -1.2% |
| 7D | -1.6% | +4.9% | -6.5% | -3.7% |
| 30D | +5.0% | +13.6% | -8.5% | -0.6% |
| 3M | -10.0% | -3.3% | -6.7% | -9.2% |
| 6M | +3.3% | +11.0% | -7.7% | -2.5% |
| YTD | +7.9% | -14.4% | +22.3% | +11.4% |
| 1Y | +21.2% | -9.1% | +30.4% | +21.6% |
| 3Y | +105.8% | +37.1% | +68.7% | +67.6% |
| 5Y | +43.7% | +83.3% | -39.6% | -0.1% |
| 10Y | +289.4% | +1,201.6% | -912.1% | +40.5% |
| All | +324.3% | +1,149.6% | -825.3% | +45.0% |
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 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