+56.4%
SAP vs ARES
+105.6%
-49.2%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | +0.1% | -0.6% |
| 7D | -2.9% | -1.7% | -1.2% | -2.3% |
| 30D | +9.0% | +0.3% | +8.7% | +8.9% |
| 3M | +14.9% | +8.5% | +6.5% | +11.5% |
| 6M | +11.9% | +23.5% | -11.6% | +3.5% |
| YTD | -9.9% | -11.2% | +1.3% | -8.0% |
| 1Y | -19.5% | -19.3% | -0.3% | -15.6% |
| 3Y | +61.8% | +48.7% | +13.2% | +29.2% |
| All | +56.4% | +105.6% | -49.2% | +5.5% |
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