+0.8%
SCHW vs ARES
-9.0%
+9.7%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +6.1% | -1.6% | +3.3% |
| 7D | +5.2% | +10.5% | -5.3% | +3.0% |
| 30D | -4.7% | +16.8% | -21.5% | -7.8% |
| 3M | -11.9% | -3.2% | -8.7% | -11.6% |
| 6M | +2.7% | +16.4% | -13.7% | -1.6% |
| YTD | -5.6% | -12.4% | +6.8% | -4.3% |
| 1Y | +0.8% | -6.9% | +7.6% | -1.7% |
| All | +0.8% | -9.0% | +9.7% | -1.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling