+17.6%
SNOW vs ARES
+301.2%
-283.6%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.3% | +2.5% | +1.4% |
| 7D | +10.8% | -0.3% | +11.1% | +11.0% |
| 30D | -16.5% | +15.3% | -31.8% | -24.8% |
| 3M | -10.1% | -5.4% | -4.7% | -7.5% |
| 6M | +96.5% | +10.0% | +86.5% | +78.2% |
| YTD | +36.2% | -14.7% | +50.8% | +45.5% |
| 1Y | +10.7% | -9.7% | +20.4% | +12.4% |
| 3Y | +86.2% | +35.8% | +50.4% | +22.6% |
| 5Y | -22.7% | +80.9% | -103.6% | -62.6% |
| All | +17.6% | +301.2% | -283.6% | -68.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling