+2,941.1%
SHOP vs ARES
+971.5%
+1,969.5%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.8% | +2.6% | +1.7% |
| 7D | -13.2% | -7.7% | -5.5% | -8.5% |
| 30D | -17.0% | -8.7% | -8.3% | -11.8% |
| 3M | +17.0% | +2.8% | +14.2% | +12.9% |
| 6M | -2.1% | +23.1% | -25.2% | -17.7% |
| YTD | -21.4% | -17.3% | -4.1% | -14.2% |
| 1Y | -11.0% | -24.3% | +13.3% | +2.3% |
| 3Y | +100.9% | +34.9% | +66.0% | +56.7% |
| 5Y | -14.7% | +93.5% | -108.2% | -45.7% |
| All | +2,941.1% | +971.5% | +1,969.5% | +1,018.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling