+1.5%
SMR vs ARES
+87.2%
-85.7%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -2.8% | -2.8% | -3.7% |
| 7D | +4.7% | -7.7% | +12.4% | +10.3% |
| 30D | +3.2% | -8.7% | +12.0% | +9.8% |
| 3M | +9.9% | +2.8% | +7.1% | +7.2% |
| 6M | -15.1% | +23.1% | -38.2% | -26.0% |
| YTD | -27.9% | -17.3% | -10.7% | -19.5% |
| 1Y | -70.2% | -24.3% | -45.9% | -65.0% |
| 3Y | +72.5% | +34.9% | +37.5% | +62.3% |
| All | +1.5% | +87.2% | -85.7% | -17.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling