-90.5%
SNAP vs ARES
+82.0%
-172.5%
-92.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.0% | -0.2% | 0.0% |
| 7D | +6.0% | +0.5% | +5.6% | +5.5% |
| 30D | -13.8% | +19.7% | -33.4% | -24.8% |
| 3M | -0.8% | -9.0% | +8.2% | +6.0% |
| 6M | -6.2% | +11.5% | -17.8% | -15.0% |
| YTD | -34.8% | -13.8% | -21.0% | -29.2% |
| 1Y | -38.7% | -5.6% | -33.1% | -38.7% |
| 3Y | -53.5% | +36.1% | -89.6% | -69.7% |
| All | -90.5% | +82.0% | -172.5% | -95.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling