-20.4%
SAP vs ARES
-18.8%
-1.6%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-08 to 2026-09-08.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.1% | -0.6% | -1.4% |
| 7D | -0.3% | -0.3% | +0.1% | -0.2% |
| 30D | +2.6% | +1.3% | +1.3% | +2.3% |
| 3M | +16.3% | +10.4% | +5.9% | +13.7% |
| 6M | +6.4% | +29.0% | -22.6% | +1.3% |
| YTD | -11.4% | -12.2% | +0.8% | -12.3% |
| 1Y | -20.4% | -18.4% | -2.0% | -24.3% |
| All | -20.4% | -18.8% | -1.6% | -24.3% |
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 2025-09-08 to 2026-09-08: 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…
2025-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling