-77.8%
SNAP vs ARES
+932.6%
-1,010.4%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.1% | +0.4% | -0.1% |
| 7D | +1.5% | -0.3% | +1.8% | +1.7% |
| 30D | +1.9% | +1.3% | +0.6% | +1.0% |
| 3M | -3.9% | +10.4% | -14.3% | -9.9% |
| 6M | +5.2% | +29.0% | -23.8% | -11.5% |
| YTD | -32.7% | -12.2% | -20.5% | -28.7% |
| 1Y | -24.8% | -18.4% | -6.3% | -17.4% |
| 3Y | -42.2% | +43.2% | -85.3% | -56.9% |
| 5Y | -92.7% | +102.6% | -195.3% | -95.6% |
| All | -77.8% | +932.6% | -1,010.4% | -92.0% |
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