+3,772.8%
SHOP vs ARES
+1,100.6%
+2,672.3%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.3% | +1.7% | +0.6% |
| 7D | +2.1% | -0.3% | +2.4% | +2.3% |
| 30D | -16.8% | +15.3% | -32.1% | -24.7% |
| 3M | -2.4% | -5.4% | +3.0% | +1.1% |
| 6M | +47.0% | +10.0% | +37.0% | +34.3% |
| YTD | -8.8% | -14.7% | +5.9% | -2.7% |
| 1Y | -6.3% | -9.7% | +3.4% | -4.3% |
| 3Y | +139.3% | +35.8% | +103.5% | +81.2% |
| 5Y | -12.1% | +80.9% | -93.0% | -44.6% |
| All | +3,772.8% | +1,100.6% | +2,672.3% | +1,042.2% |
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 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