+7.5%
SMR vs ARES
+92.5%
-85.1%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -3.1% | -0.2% | -1.3% |
| 7D | +13.1% | -2.7% | +15.7% | +15.0% |
| 30D | +17.8% | -2.4% | +20.1% | +19.9% |
| 3M | +8.1% | +3.9% | +4.2% | +4.7% |
| 6M | -11.1% | +26.4% | -37.5% | -23.9% |
| YTD | -23.7% | -14.9% | -8.8% | -16.4% |
| 1Y | -69.4% | -20.4% | -49.0% | -65.2% |
| 3Y | +82.6% | +38.8% | +43.8% | +68.5% |
| All | +7.5% | +92.5% | -85.1% | -14.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling