+86.8%
SCHW vs ARES
+35.4%
+51.5%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.8% | -0.8% | -0.3% |
| 7D | -1.9% | -6.1% | +4.2% | 0.0% |
| 30D | -1.6% | -7.5% | +5.9% | +0.6% |
| 3M | +21.3% | +0.1% | +21.2% | +20.4% |
| 6M | +16.5% | +30.3% | -13.8% | +5.4% |
| YTD | +8.4% | -16.6% | +25.0% | +13.1% |
| 1Y | +15.6% | -26.1% | +41.7% | +25.5% |
| 3Y | +86.8% | +36.4% | +50.4% | +57.1% |
| All | +86.8% | +35.4% | +51.5% | +57.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling