+8,680.0%
SHOP vs ARES
+1,041.7%
+7,638.3%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.1% | +2.9% | +2.5% |
| 7D | -2.5% | +0.8% | -3.2% | -2.9% |
| 30D | -16.7% | +16.7% | -33.4% | -24.4% |
| 3M | -2.2% | -2.6% | +0.4% | -0.7% |
| 6M | +45.6% | +13.0% | +32.6% | +32.1% |
| YTD | -7.3% | -11.7% | +4.5% | -3.5% |
| 1Y | -6.1% | -6.7% | +0.6% | -5.9% |
| 3Y | +143.3% | +40.5% | +102.8% | +88.4% |
| 5Y | +0.2% | +88.2% | -88.1% | -33.7% |
| 10Y | +3,663.5% | +1,131.0% | +2,532.5% | +1,176.6% |
| All | +8,680.0% | +1,041.7% | +7,638.3% | +3,281.6% |
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