+8,434.7%
SHOP vs ARES
+1,048.3%
+7,386.4%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.4% | +0.1% |
| 7D | -5.1% | -1.7% | -3.4% | -4.1% |
| 30D | +0.6% | +0.3% | +0.3% | +0.4% |
| 3M | +25.0% | +8.5% | +16.6% | +17.0% |
| 6M | +11.9% | +23.5% | -11.6% | -5.0% |
| YTD | -9.9% | -11.2% | +1.4% | -6.3% |
| 1Y | 0.0% | -19.3% | +19.2% | +9.5% |
| 3Y | +117.5% | +48.7% | +68.8% | +63.3% |
| 5Y | -6.6% | +106.5% | -113.2% | -40.5% |
| 10Y | +3,320.3% | +1,055.3% | +2,265.0% | +1,074.2% |
| All | +8,434.7% | +1,048.3% | +7,386.4% | +3,182.6% |
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