+169.3%
RTX vs ARES
+105.6%
+63.7%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.3% | -0.5% |
| 7D | -5.2% | -1.7% | -3.5% | -4.9% |
| 30D | -9.4% | +0.3% | -9.7% | -9.5% |
| 3M | +12.3% | +8.5% | +3.8% | +10.0% |
| 6M | -3.1% | +23.5% | -26.6% | -7.9% |
| YTD | +10.7% | -11.2% | +21.9% | +12.2% |
| 1Y | +28.4% | -19.3% | +47.7% | +32.5% |
| 3Y | +147.1% | +48.7% | +98.4% | +113.9% |
| All | +169.3% | +105.6% | +63.7% | +104.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling