-79.6%
SNAP vs ARES
+949.4%
-1,029.0%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.1% | -0.9% | -0.9% |
| 7D | -10.6% | +8.1% | -18.7% | -14.6% |
| 30D | -19.7% | +18.9% | -38.7% | -28.0% |
| 3M | -6.5% | +2.3% | -8.9% | -8.1% |
| 6M | -17.8% | +12.7% | -30.5% | -24.4% |
| YTD | -38.0% | -10.8% | -27.3% | -35.1% |
| 1Y | -42.5% | -5.3% | -37.1% | -42.2% |
| 3Y | -55.8% | +42.0% | -97.9% | -66.9% |
| 5Y | -90.5% | +88.3% | -178.8% | -94.1% |
| All | -79.6% | +949.4% | -1,029.0% | -92.7% |
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