-2.9%
SHOP vs ARES
+83.4%
-86.3%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.2% | +3.4% | +3.4% |
| 7D | -5.4% | +4.5% | -10.0% | -8.7% |
| 30D | -10.3% | +15.7% | -26.1% | -20.9% |
| 3M | +1.0% | -2.0% | +3.0% | +2.2% |
| 6M | +41.2% | +10.4% | +30.8% | +25.1% |
| YTD | -7.5% | -14.2% | +6.7% | +0.1% |
| 1Y | -4.6% | -7.8% | +3.2% | -4.5% |
| 3Y | +146.4% | +41.4% | +105.0% | +44.4% |
| All | -2.9% | +83.4% | -86.3% | -62.0% |
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