+59.6%
SCHW vs ARES
+92.9%
-33.3%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.8% | +3.5% | +1.8% |
| 7D | -2.8% | -7.7% | +4.9% | +0.3% |
| 30D | -0.1% | -8.7% | +8.7% | +3.3% |
| 3M | +20.6% | +2.8% | +17.7% | +18.1% |
| 6M | +15.9% | +23.1% | -7.1% | +4.4% |
| YTD | +8.5% | -17.3% | +25.7% | +14.2% |
| 1Y | +17.8% | -24.3% | +42.1% | +28.1% |
| 3Y | +88.5% | +34.9% | +53.6% | +48.5% |
| All | +59.6% | +92.9% | -33.3% | +1.4% |
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