+176.2%
SAP vs ARES
+1,045.9%
-869.7%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.1% | -0.6% | -1.3% |
| 7D | -0.3% | -0.3% | +0.1% | -0.1% |
| 30D | +2.6% | +1.3% | +1.3% | +2.1% |
| 3M | +16.3% | +10.4% | +5.9% | +12.3% |
| 6M | +6.4% | +29.0% | -22.6% | -2.7% |
| YTD | -11.4% | -12.2% | +0.8% | -9.4% |
| 1Y | -20.4% | -18.4% | -2.0% | -17.2% |
| 3Y | +56.5% | +43.2% | +13.3% | +31.0% |
| 5Y | +56.8% | +102.6% | -45.8% | +13.6% |
| 10Y | +176.2% | +1,029.6% | -853.4% | +41.9% |
| All | +176.2% | +1,045.9% | -869.7% | +41.9% |
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