+80.7%
SAP vs ARES
+82.0%
-1.2%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.0% | -0.6% | 0.0% |
| 7D | +0.6% | +0.5% | +0.2% | +0.4% |
| 30D | +6.5% | +19.7% | -13.1% | +0.4% |
| 3M | +12.2% | -9.0% | +21.2% | +15.4% |
| 6M | +46.1% | +11.5% | +34.5% | +40.0% |
| YTD | -1.6% | -13.8% | +12.2% | +1.2% |
| 1Y | -5.1% | -5.6% | +0.5% | -5.6% |
| 3Y | +68.4% | +36.1% | +32.2% | +39.0% |
| All | +80.7% | +82.0% | -1.2% | +28.6% |
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 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