-47.9%
RIG vs ARES
+1,112.4%
-1,160.3%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +1.0% | +3.1% | +3.6% |
| 7D | +5.7% | +0.5% | +5.3% | +5.3% |
| 30D | -0.7% | +19.7% | -20.4% | -10.7% |
| 3M | -3.1% | -9.0% | +5.8% | +0.4% |
| 6M | -16.3% | +11.5% | -27.9% | -24.0% |
| YTD | +34.1% | -13.8% | +48.0% | +37.0% |
| 1Y | +38.2% | -5.6% | +43.7% | +32.8% |
| 3Y | -15.3% | +36.1% | -51.4% | -36.8% |
| 5Y | +62.5% | +82.7% | -20.2% | -4.4% |
| All | -47.9% | +1,112.4% | -1,160.3% | -88.1% |
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