+52.3%
ROST vs ARES
-22.9%
+75.2%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.8% | +2.9% | +0.4% |
| 7D | -2.5% | -7.7% | +5.2% | -1.7% |
| 30D | -10.3% | -8.7% | -1.6% | -9.4% |
| 3M | -2.6% | +2.8% | -5.4% | -3.2% |
| 6M | +6.5% | +23.1% | -16.5% | +3.8% |
| YTD | +25.9% | -17.3% | +43.2% | +27.6% |
| 1Y | +52.3% | -24.3% | +76.6% | +45.6% |
| All | +52.3% | -22.9% | +75.2% | +45.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling