-30.8%
SLB vs ARES
+1,152.0%
-1,182.8%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.2% | +0.4% | +0.5% |
| 7D | -7.1% | +4.5% | -11.7% | -8.7% |
| 30D | +4.1% | +15.7% | -11.7% | -1.4% |
| 3M | -2.6% | -2.0% | -0.6% | -2.6% |
| 6M | -8.6% | +10.4% | -19.0% | -12.7% |
| YTD | +32.2% | -14.2% | +46.4% | +35.9% |
| 1Y | +40.7% | -7.8% | +48.4% | +40.5% |
| 3Y | -4.5% | +41.4% | -45.9% | -20.1% |
| 5Y | +66.4% | +83.7% | -17.3% | +22.4% |
| 10Y | -15.1% | +1,204.1% | -1,219.2% | -63.0% |
| All | -30.8% | +1,152.0% | -1,182.8% | -70.9% |
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