-79.4%
SNAP vs ARES
+950.7%
-1,030.1%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +4.2% | -2.4% | -0.8% |
| 7D | -7.3% | +5.0% | -12.3% | -10.0% |
| 30D | -18.9% | +19.1% | -38.0% | -27.3% |
| 3M | -5.3% | +3.1% | -8.3% | -7.2% |
| 6M | -16.9% | +12.9% | -29.8% | -23.7% |
| YTD | -37.4% | -10.7% | -26.8% | -34.5% |
| 1Y | -38.5% | -5.5% | -32.9% | -38.2% |
| 3Y | -55.1% | +45.0% | -100.1% | -66.8% |
| 5Y | -90.8% | +87.4% | -178.2% | -94.3% |
| All | -79.4% | +950.7% | -1,030.1% | -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