-78.2%
SNAP vs ARES
+938.0%
-1,016.2%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | -1.1% | +7.9% | +7.5% |
| 7D | -9.8% | +0.8% | -10.6% | -10.1% |
| 30D | -18.2% | +16.7% | -34.9% | -25.8% |
| 3M | -3.1% | -2.6% | -0.5% | -1.8% |
| 6M | -7.1% | +13.0% | -20.1% | -14.8% |
| YTD | -33.8% | -11.7% | -22.1% | -30.3% |
| 1Y | -39.0% | -6.7% | -32.4% | -38.3% |
| 3Y | -52.8% | +40.5% | -93.3% | -64.4% |
| 5Y | -90.0% | +88.2% | -178.2% | -93.7% |
| All | -78.2% | +938.0% | -1,016.2% | -92.2% |
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