+561.0%
ROKU vs ARES
+944.0%
-383.0%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.1% | +0.9% | +0.5% |
| 7D | -0.1% | -0.3% | +0.2% | +0.1% |
| 30D | +1.5% | +1.3% | +0.2% | +0.1% |
| 3M | +25.7% | +10.4% | +15.3% | +15.9% |
| 6M | +54.5% | +29.0% | +25.5% | +26.5% |
| YTD | +43.2% | -12.2% | +55.4% | +48.8% |
| 1Y | +56.3% | -18.4% | +74.7% | +69.0% |
| 3Y | +86.1% | +43.2% | +42.9% | +33.9% |
| 5Y | -53.6% | +102.6% | -156.2% | -73.1% |
| All | +561.0% | +944.0% | -383.0% | +72.3% |
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