+363.5%
SCHW vs ARES
+1,142.5%
-779.0%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.1% | +2.8% | +0.8% |
| 7D | -1.6% | -2.7% | +1.1% | -0.6% |
| 30D | -1.1% | -2.4% | +1.3% | -0.4% |
| 3M | +20.4% | +3.9% | +16.5% | +17.6% |
| 6M | +13.6% | +26.4% | -12.8% | +1.9% |
| YTD | +7.7% | -14.9% | +22.6% | +11.5% |
| 1Y | +15.2% | -20.4% | +35.6% | +21.6% |
| 3Y | +87.1% | +38.8% | +48.4% | +53.0% |
| 5Y | +57.5% | +97.0% | -39.5% | +9.3% |
| 10Y | +295.1% | +999.8% | -704.7% | +54.4% |
| All | +363.5% | +1,142.5% | -779.0% | +64.2% |
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