+8,844.7%
SHOP vs ARES
+1,055.7%
+7,789.0%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +4.2% | -2.1% | -0.5% |
| 7D | -2.7% | +5.0% | -7.6% | -5.3% |
| 30D | -11.0% | +19.1% | -30.1% | -20.2% |
| 3M | +0.3% | +3.1% | -2.7% | -1.8% |
| 6M | +37.7% | +12.9% | +24.9% | +25.2% |
| YTD | -5.5% | -10.7% | +5.1% | -2.4% |
| 1Y | -0.2% | -5.5% | +5.3% | -0.8% |
| 3Y | +151.9% | +45.0% | +106.9% | +91.3% |
| 5Y | -2.2% | +87.4% | -89.6% | -35.3% |
| 10Y | +3,647.2% | +1,267.4% | +2,379.8% | +1,136.8% |
| All | +8,844.7% | +1,055.7% | +7,789.0% | +3,319.6% |
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