-42.2%
RIG vs ARES
+979.8%
-1,022.0%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.8% | -2.5% | -2.1% |
| 7D | -3.1% | -6.1% | +3.0% | +0.1% |
| 30D | -0.5% | -7.5% | +7.0% | +3.2% |
| 3M | -6.0% | +0.1% | -6.1% | -7.7% |
| 6M | -10.1% | +30.3% | -40.4% | -25.7% |
| YTD | +37.3% | -16.6% | +53.9% | +44.3% |
| 1Y | +73.9% | -26.1% | +100.0% | +94.1% |
| 3Y | -30.2% | +36.4% | -66.6% | -47.2% |
| 5Y | +62.5% | +95.0% | -32.5% | -6.4% |
| All | -42.2% | +979.8% | -1,022.0% | -86.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling