+258.9%
SAP vs ARES
+1,152.0%
-893.1%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.2% | -4.3% | -4.2% |
| 7D | -0.7% | +4.5% | -5.2% | -2.0% |
| 30D | +11.1% | +15.7% | -4.7% | +6.4% |
| 3M | +17.0% | -2.0% | +19.0% | +17.5% |
| 6M | +34.8% | +10.4% | +24.4% | +30.3% |
| YTD | -2.2% | -14.2% | +12.0% | +0.2% |
| 1Y | -6.4% | -7.8% | +1.3% | -6.3% |
| 3Y | +75.1% | +41.4% | +33.8% | +50.5% |
| 5Y | +69.8% | +83.7% | -13.8% | +31.7% |
| 10Y | +219.8% | +1,204.1% | -984.2% | +72.7% |
| All | +258.9% | +1,152.0% | -893.1% | +93.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling