-53.7%
SMR vs ARES
+94.9%
-148.6%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.0% | -4.3% | -4.0% |
| 7D | -8.3% | +0.5% | -8.7% | -8.4% |
| 30D | -20.1% | +19.7% | -39.7% | -29.3% |
| 3M | -52.7% | -9.0% | -43.7% | -49.7% |
| 6M | -61.0% | +11.5% | -72.6% | -64.0% |
| YTD | -67.1% | -13.8% | -53.3% | -64.3% |
| 1Y | -79.9% | -5.6% | -74.3% | -79.4% |
| 3Y | +101.7% | +36.1% | +65.6% | +85.4% |
| All | -53.7% | +94.9% | -148.6% | -63.3% |
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 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