-9.3%
SHOP vs ARES
+105.3%
-114.5%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -1.1% | -6.5% | -6.7% |
| 7D | -4.1% | -0.3% | -3.8% | -3.8% |
| 30D | -11.5% | +1.3% | -12.8% | -12.5% |
| 3M | +21.1% | +10.4% | +10.7% | +8.4% |
| 6M | +3.0% | +29.0% | -26.0% | -21.9% |
| YTD | -16.7% | -12.2% | -4.5% | -11.3% |
| 1Y | -8.3% | -18.4% | +10.2% | +3.1% |
| 3Y | +112.8% | +43.2% | +69.6% | +25.5% |
| 5Y | -9.3% | +102.6% | -111.9% | -66.0% |
| All | -9.3% | +105.3% | -114.5% | -66.0% |
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