+222.9%
SAP vs ARES
+1,313.3%
-1,090.4%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +4.2% | -2.5% | +0.4% |
| 7D | +1.6% | +5.0% | -3.4% | 0.0% |
| 30D | +10.5% | +19.1% | -8.5% | +4.4% |
| 3M | +15.2% | +3.1% | +12.1% | +13.8% |
| 6M | +36.7% | +12.9% | +23.8% | +30.6% |
| YTD | -0.6% | -10.7% | +10.1% | +0.9% |
| 1Y | -4.1% | -5.5% | +1.4% | -4.7% |
| 3Y | +73.2% | +45.0% | +28.3% | +43.6% |
| 5Y | +74.1% | +87.4% | -13.3% | +27.9% |
| 10Y | +222.9% | +1,267.4% | -1,044.5% | +59.1% |
| All | +222.9% | +1,313.3% | -1,090.4% | +59.1% |
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